Portfolio Simulator
Backtest copy-trading strategies and analyze the impact of following politicians and insiders
Top Copy Targets
90d alpha
Risk Overview
Key risk metrics for the simulated copy portfolio
Avg Volatility
18.4%Annualized portfolio vol
Max Drawdown
-7.4%Worst peak-to-trough
Sortino Ratio
1.68Downside-adjusted return
Beta to SPY
1.12Market sensitivity
Concentration
34%Top sector weight (Tech)
Win/Loss Ratio
2.1xAvg win size / avg loss
Copy Trade Simulator
Backtest copying trades from politicians and corporate smart money
Select People
Empty selection = all people included
Starting Capital
Buy on disclosure date (realistic)
Max Allocation: 10%
Quick Summary
Capital$100,000
People SelectedAll
Entry TimingDisclosure +1d
Total Return
+18.3%SPY Return
+12.1%Alpha
+6.2%Max Drawdown
-7.4%Sharpe Ratio
1.42Trades
47PortfolioSPY
Simulated Sector Exposure
Sector breakdown based on selected people's trades
Technology34%$34,200
Healthcare18%$18,100
Financials15%$15,000
Energy12%$12,300
Industrials11%$11,000
Consumer10%$9,400
Disclosure Delay Impact
How much alpha is lost between the trade date and when you can actually act on the filing
Same Day (trade date)
+14.2%
+1 Day
+13.8%
+3 Days
+12.9%
Disclosure Date (avg 31d)
+9.8%
+1 Day After Disclosure
+9.4%
+3 Days After Disclosure
+8.7%
The average disclosure delay is 31 days. Buying on disclosure date vs. trade date costs roughly +4.4% in missed returns. The simulator accounts for this by defaulting to disclosure date + 1 day entry.