Portfolio: Pick Strategies, Set Amounts, Read Positions

Put your backtested strategies in one table, give each an amount, and see how much each instrument should hold. Works without an exchange.

Last updated 2026-10

Portfolio is in the workspace sidebar and has two tabs. Allocation is where you choose the strategies and how much money each gets. Not sure how to split it? Let Optimize work it out.

Screenshots use sample data; the strategies and numbers are not from a real account.

Step 1: Pick Strategies

On the Allocation tab, click "Pick strategies" and tick the ones you want in the portfolio. Only strategies with a finished backtest are listed.

Step 2: Set Amounts

In the Amount column, enter the money each strategy should use, then click "Save". The table works out the target position: the amount times the strategy's current signal. An amount of 0 means that strategy holds nothing.

The Strategies and Amounts table on Portfolio's Allocation tab, with the Pick strategies button at top right

Not Sure How to Split It? Let Optimize Work It Out

Open the Optimize tab and click "Optimize". The "Weight Allocation" table lists suggested weights and amounts. If they look right, click "Apply Amounts"; once you confirm, they're written back to the Allocation tab.

The Optimize tab: strategies, method and the Optimize button in the toolbar, with the Weight Allocation table below
The Apply Amounts dialog listing current, target and difference for each strategy

Can You Trust These Weights? Run a Backtest

On the Optimize tab, click "Backtest". Using the same method as Optimize, it re-fits the weights day by day over a walk-forward window, then compares the Sharpe with 1,000 random weightings over the same period and labels the result "Beats X%". It also draws the cumulative return curve against the random range. The backtest runs in the background, so switching tabs won't stop it. Treat it as a reference: another period can give a very different result. With only one strategy in the portfolio, there's nothing to compare.

Walk-Forward Backtest results: how many random portfolios it beats, total return and Sharpe, with the cumulative return curve and random range below

Step 3: Read the Latest Positions

Once the amounts are saved, "Signal positions by instrument" below the table adds up positions in the same instrument, one row each. Trading by hand? Just follow this table. To see which strategies make up a row, click a tag like "2 strategies".

The Signal positions by instrument table with one instrument's two strategies expanded

Want the Machine to Place Orders?

Portfolio only works out what to hold. To connect an exchange, start or pause trading, and see actual holdings, go to the "Auto trading" page in the sidebar.

Next up
How the Three Quant Strategy Types Differ: a Type A / B / C Decision Tree One symbol, one position is Type A; a basket with weights is Type C; the rest is Type B. A decision tree, plus what the code really blocks. Strategy Library & Sharing Browse and purchase strategies from other traders, submit your own for sale, or share strategies with specific users — all through Blave Agent.
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