FAQ

Portfolio Lab is an advanced tool for analyzing instrument groups as a portfolio. It uses market data (via yFinance) for institutional-level analysis: portfolio optimization, Monte Carlo simulation, PCA, and backtesting.

The list is automatically populated from the symbols traded in your selected accounts. You can also add any yFinance-supported ticker manually. If the yFinance ticker differs from the MT5 name, the dashboard shows the yFinance name automatically.

The Optimization tab calculates allocation weights that maximize the Sharpe Ratio using historical price data (3M to 24M). Results include weights, expected return, volatility, and the efficient frontier.

Yes. Thousands of possible future portfolio paths are simulated based on historical return distributions, showing percentile outcomes, probability of loss, and stress-tested drawdown scenarios.

PCA identifies the underlying risk factors driving portfolio returns. It reveals which instruments are truly diversified and which move together, helping avoid hidden concentration risk.

Yes. The Backtest tab tests how your allocation would have performed historically vs. a benchmark. Results include cumulative return, max drawdown, Sharpe ratio, and a detailed performance timeline.