Turnqey Q-Sim™

Traditional backtesting tools designed for equities fail to capture crypto-specific dynamics: halving cycles, regulatory event impacts, and the compressed timeframes in which cryptoasset markets experience drawdowns that would take traditional markets years to produce.

Q-Sim™ simulates how custom strategies would have performed during major market events like the COVID-19 crash, the 2022 crypto winter, and Bitcoin halvings. Pre-configured scenarios enable rapid client education, while fully customizable portfolios support sophisticated analysis with adjustable weights, fee structures, and rebalancing rules.

The tool handles crypto-specific parameters that traditional backtesting ignores: staking rewards, exchange fee structures, and the impact of rebalancing frequency in high-volatility environments. Q-Sim™ integrates with the broader TAIP™ architecture, leveraging the same normalized historical data that powers real-time portfolio tracking, ensuring backtesting results align with actual portfolio performance calculations.