Composite Risk
Composite Risk is valuation risk, not DCA allocation. Low risk = cheaper / more buyable; high risk = expensive / less buyable.
0–25% Buy zone
25–50% Accumulate
50–75% Trim
75–100% Sell zone
Z-score
Accumulation / Distribution Curve
Pure Composite Risk-driven model — no Z-score gate, no fixed-length tranches. Each day, the curve value at that day's risk level is the % of current cash bought (if positive) or % of current BTC sold (if negative). Drag the nodes to shape it.
Drag a node up/down. X-axis = Composite Risk %, Y-axis = % of cash/BTC traded per day.
Fetch BTC data first.
Backtest days
—
—
Starting capital
—
Net BTC position
—
—
Current portfolio value
—
BTC+Cash
P/L
—
—
Avg daily rate
—
—
Lump sum value
—
—
Portfolio vs lump sum
—
—
Cash reserve
—
Includes curve sells
Max drawdown — DCA
—
Peak-to-trough portfolio
Max drawdown — Buy & hold
—
Peak-to-trough lump sum