Digital Asset Scenario Tool

For educational purposes only. This tool uses historical market data to illustrate hypothetical scenarios. It does not provide investment, tax, or financial advice, and no result should be interpreted as a recommendation or prediction. Past performance does not indicate future results. Digital assets involve substantial risk, including possible loss of principal.

• Historical market data mode uses actual past market prices from a public third-party API (CoinGecko). If that data can't be retrieved, this tool shows an error rather than substituting synthetic numbers. On CoinGecko's free tier, historical data only covers the past 365 days; older start dates require Hypothetical model mode.
• Hypothetical model mode uses entirely simplified, synthetic prices to demonstrate mechanics — not real market data, and not a forecast or expected return.
• Rebalancing, fees, and cost-basis tracking are modeled with simplified, monthly-granularity assumptions — not a substitute for actual brokerage or exchange accounting.
• XIRR, maximum drawdown, and best/worst month are calculated on the modeled data above and are historical, not predictive.
• Any tax figure shown is a rough illustration at a flat rate you choose — not tax advice, and not specific to any jurisdiction.
• Benchmark comparisons are hypothetical and assume the same contribution schedule applied entirely to one asset.
• CAGR, annualized volatility, Sharpe ratio, Sortino ratio, and Calmar ratio are calculated on a hypothetical $1,000 lump sum held with no further contributions (the "strategy index") — this isolates market performance from your contribution schedule but means these figures are not the money-weighted return an investor following this exact contribution plan would have experienced. XIRR is the money-weighted figure.
• Sharpe and Sortino ratios depend entirely on the risk-free rate you enter; changing that assumption changes the ratio. These are simplified, monthly-data calculations, not the exact methodology any specific index provider uses.
• The correlation matrix is historical and not predictive. Correlations between assets change over time and often rise sharply during market downturns, reducing the diversification benefit exactly when it would matter most.
• The drawdown history, rolling returns, and monthly return distribution are all based on the strategy index described above, not your actual dollar-cost-averaged cash flows.
• The alternate allocation comparison uses the same assets, contribution schedule, purchase timing, fees, and rebalancing as your main portfolio — only the target weights differ. It is not a suggestion that either allocation is better.
• Inflation adjustment uses the actual historical U.S. CPI inflation rate averaged over your selected period, sourced from the World Bank public API (series FP.CPI.TOTL.ZG). If the API is unavailable, you can enter your own estimate. The rate is applied uniformly across the period and is an approximation — actual purchasing-power impact varies by individual and spending category.
• The risk-free rate used for Sharpe and Sortino ratios is pre-filled from the U.S. Treasury Fiscal Data API (3-month T-bill average rate). You can override it at any time. This is an approximation; actual risk-free rates varied month-to-month over the selected period.
• State tax estimates are based on top marginal state income tax rates and are illustrative only. Actual tax liability depends on holding period (short- vs. long-term), total income, filing status, deductions, local taxes, and year-by-year law changes. This is not tax advice — consult a qualified tax professional.
• Kenson Investments is not a registered investment adviser and does not provide investment advice.