Fund Glance
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M
MTC Strategy Suite
v2.0
BAG Fund
DAF Fund
Research Lab
Total Return
CAGR
Sharpe
Max DD
Sortino
Churn/Qtr
⚠ EXPERIMENTAL MODE — Trades are paper only and not reflected in Live Fund
Overview & Performance
NAV & Holdings
NAV Numbers
Strategy
Model Library
NAV Numbers monthly ledger · BC confirmed NAV overrides estimate
Strategy BAG signal engine · ISM / MVRV / Fed Rate → BTC & Gold weights

DAF Fund

Coming in Phase 2

Portfolio Window
Model Parameters
Alpha (α) — proximity focus 1.00
mcBeta (β) — mkt cap weight 0.00
Top N assets 15
⚡ Auto-optimise on run:
Min Sharpe ≥
Sector Caps
Crypto100%
Equity100%
ETF100%
Commodity100%
Asset Constraints green=min · red=max
Benchmark Lines
None added
Charts
Year Breakdown
Attribution
Regime Map
Sensitivity
Cumulative Return
Attribution River — click band to cap asset monthly contribution per asset
Monthly Returns Heatmap green = positive · red = negative
Drawdown
Rolling 12-Month Return trailing 12m · shaded = regime
Portfolio Churn per Quarter L1 turnover at each rebalance
Click a year to expand quarters · Click a quarter to view full portfolio snapshot
All-Time Asset Attribution total contribution to portfolio return
Ring = ambiguous zone (regime dist < 1.5)
How to read the sensitivity chart
Green cells = good parameters
Best combinations for the chosen metric. Prefer wide green plateaus over a single bright peak — plateaus mean results are robust to small parameter changes.
Red cells = poor parameters
Avoid regions where colours shift sharply with small parameter changes. Sharp gradients signal fragile, likely overfit results.
Crosshair = your current params
Ideally sits inside a green plateau. If it's on a steep colour gradient, consider moving — small α or N changes may hurt performance significantly.
Patterns to look for
Ridge: one axis dominates. Plateau: robust zone, target this. Single peak: fragile, likely overfit.
Selected Period Full history
Return
Ann. CAGR
Sharpe
Max DD
Best Month
Worst Month
Regime Mix
Model Verdict does proximity predict returns?
of quarters: closest assets beat distant
Top Contributors
Top Detractors
Avg Eligible Assets