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What the $1,000 backtest means (and doesn't)

The big number at the top of your VelaDeck dashboard ("$1,000 in your mix → $X today") is a simulation. Here's what it does and doesn't say.

How it's computed

Each strategy publishes a monthly cumulative return series that goes back to its launch (mostly 2013 for our Pro-tier strategies). VelaDeck takes those series, weights them by the USD you've assigned to each strategy, and produces a single blended cumulative return series.

Then we multiply the starting $1,000 by (1 + blended_return_at_t) at every timestamp. That's the equity curve you see.

What it captures

  • The *relative* mix of your assigned strategies, weighted by USD.
  • The interaction over time — if you overweight US20 (value) and
  • underweight IT15 (tech), the blend leans that way.
  • The comparison against the benchmark (weighted blend of each
  • strategy's own reference index) shown as the gray line.

What it doesn't capture

  • **Rebalancing cost** — the strategies rebalance monthly or
  • quarterly, but the historical series is post-fee return of the
  • underlying model. Alpaca is commission-free so this is close to
  • reality, but not exact.
  • **Cash drag between signals** — the simulation assumes fully
  • invested continuously. In practice there's a lag between one signal
  • firing and the next.
  • **Your actual entry timing** — starting today is different from
  • starting in 2013. Past performance is not a promise of future
  • returns.

How to read the number

If your blend simulated at +820% over 12 years, that's a real number from the historical returns. It's not a prediction. Use it to understand what mix you've built, not to expect a specific result.

The benchmark line is what a passive equivalent would have done. If your blend is above it consistently, the mix has outperformed historically. If it hugs the line, you're basically just buying beta.

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