Rates Portfolio Simulator: Engine vs. Buy & Hold

Mandate: Systematic relative-value across the U.S. Treasury curve, balancing outright duration moves with curve structure overlays inside tight risk and liquidity guardrails.

Powered by the v2.1 Yield Engine and CME benchmark futures (ZT, ZN, 2s10s spread). Hypothetical results for interview demo purposes only.

Portfolio Builder

CME 2-Year T-Note Futures (ZT)CME 10-Year T-Note Futures (ZN)2s10s Curve Spread

Total Notional: $7,000,000(scaled demo capital; full engine runs at institutional size)

Net P&L Trajectory

Margin Used: ≈ $140,000(~2% initial · Peak $210,000 / 3%)

Trade Log0 executed · 0 blocked (Risk Filter)

Awaiting fills — kick off the session.

Cumulative P&L (%) · Sim: Simulation Range (0% complete)

Awaiting kick-off0% complete

Month-End SnapshotLatest YTD: Managed N/A (0 trades) vs. B&H N/A (Rates Rally)

Managed sleeve preserves capital through curve volatility while buy & hold benefits from the 2024 rates rally.

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