Portfolio DCA Builder
Design a diversified portfolio with custom allocations across crypto, stocks, and commodities. Backtest your combined DCA strategy using real historical data.
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Per-asset DCA, then weighted aggregation
The builder splits your total contribution by allocation weight, runs an independent DCA backtest on each asset, then merges the results by date. Dates where one asset doesn't trade (e.g., a weekend for equities) carry forward the most recent value of that asset so the portfolio sum stays continuous.
- 01Allocations are static and must sum to 100%. No rebalancing logic — each scheduled buy uses the same target weights.
- 02The common backtest date range is the intersection of all selected assets' data ranges, so adding a coin with a 2020 listing date will cap the start of an otherwise long backtest.
- 03Crypto trades every day; equities and commodities only on trading days. The merge uses forward-fill so weekends don't drop the portfolio value.
- 04No fees, slippage, or taxes. Multi-asset DCA in practice incurs multiple trades per period.
- 05No drift correction. After a run, real allocations will not match target weights — running rebalances is out of scope.
- 01There is no rebalancing. A real portfolio with 50% BTC and 50% SPY where BTC runs 5× will end up ~85% BTC. The model does not show this drift visibly.
- 02Correlation between assets is implicit in the historical data; the model does not surface diversification metrics like portfolio volatility or Sharpe ratio.
- 03Survivorship bias is even stronger in a portfolio context: choosing a basket today is also choosing the names that survived to today.
- 04The common-window restriction means a portfolio with newer assets (e.g., SOL since 2020) starts the backtest in 2020 even for assets that have data back to 2014.
Does a DCA portfolio rebalance automatically?
Not in this calculator. Each scheduled buy uses the target weights, so each buy is implicitly a small rebalance toward target. But existing holdings drift with price action — winners grow relative to losers over time.
What's a sensible starting allocation?
A common conservative crypto-curious split is 80% broad-market equities (SPY or QQQ), 10% gold, 10% Bitcoin. Higher-risk variants push the Bitcoin share to 20–40%. There is no universally right answer; the calculator lets you A/B test how different splits would have performed.
Why does my portfolio start date jump forward when I add an asset?
The backtest uses the intersection of available data across all selected assets. If you add Solana (data from 2020) to a Bitcoin portfolio that previously started in 2014, the common window shrinks to 2020 onwards.
Should I include more assets to diversify?
Diversification helps when assets are uncorrelated. Bitcoin and Ethereum move together more than 80% of the time, so holding both does less than the position counts suggest. Mixing across asset classes (crypto + equities + commodities) is more meaningful diversification than mixing within one class.
Save 20% on Binance Trading Fees
Lifetime discount on every spot, futures, and margin trade. Use our exclusive referral code at signup.
Affiliate link — we may earn a commission at no extra cost to you.