Simulating Strategies

The Simulate tab in the Strategy Lab lets you test a strategy idea against historical data before committing real capital.

All computation runs in your browser - results appear instantly and you can adjust parameters and re-run as many times as you like.

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Setting Up a Simulation

Configure the following parameters:

Parameter	What it controls
Asset	The trading pair to simulate (e.g. BTC-EUR)
Timeframe	Candle duration (1h, 4h, 1d)
Drop sensitivity	How much price must drop to trigger a buy (sigma)
Rise sensitivity	How much price must rise to trigger a sell (sigma)
Buy amount	EUR spent per buy order
Sell amount	EUR received per sell order
Starting capital	Total EUR allocated to the strategy
Fee %	Exchange fee per trade (default 0.25%). Also sets the simulated sell floor, which is cost basis plus both sides of this fee
RSI period	Optional. Candles RSI is calculated over. Leave empty to simulate without RSI confirmation
Buy when RSI below	Optional. A buy needs RSI at or below this value
Sell when RSI above	Optional. A sell needs RSI at or above this value

If you navigated from the Explore tab, the asset and timeframe are pre-filled.

RSI confirmation is off until you click Add RSI condition, which fills in the standard 14 / 30 / 70. Simulate warns straight away if a threshold sits outside 0 to 100, or unusually close to the neutral 50 mark.

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Reading the Results

Results appear in layers, from simple to detailed:

Verdict (top level)

The hero number: portfolio end value. This is the single most important number.

Below it:

• Capital safety badge: safe or insufficient
• Summary sentence: “Over 1,440 daily candles, this strategy would have made 10 buys and 5 sells.”

Computed Thresholds

Two boxes showing the calculated buy and sell thresholds:

• Buy threshold (e.g. -4.2%) - “A drop of 4.2% or more triggers a buy”
• Sell threshold (e.g. +6.1%) - “A rise of 6.1% or more triggers a sell”

These are derived from the sigma values and the asset’s historical volatility.

Performance Comparison

Your strategy compared to two benchmarks:

• Monthly DCA - buying a fixed amount every month
• Buy and hold - buying once at the start

This shows whether the strategy’s active management adds or loses value compared to simpler approaches.

Fee impact is shown transparently.

Worst Dip

Under the portfolio value chart, a line gives the simulated strategy’s worst dip: the biggest drop from a high point to a low point over the period, in euros and as a percentage, with the dates it started and ended. Next to it is the worst dip of buying once and holding, so you can see how much of the market’s fall the strategy would have taken.

It’s worked out the same way as the “Worst dip” figure on a running strategy’s page, so the two can be compared directly.

Charts

Two-panel chart:

• Price Change vs Thresholds (top) - candle-to-candle price change with buy/sell threshold lines
• Price, Average Cost Basis & Trade Markers (bottom) - price chart with trade markers and ACB line

When RSI confirmation is configured, the top panel also shades the periods RSI confirmed, in a RSI: Bands or RSI: Filled style you pick from the toggle. See How to Read the Charts.

Trade markers:

• Solid dots - executed trades
• Faded dots - ignored trades (blocked by RSI, capital, ACB, or inventory rules)

Narrative

A “What happened” section that surfaces problems in plain language:

• Capital ran out during a buy cluster
• Sells were blocked because price was below ACB
• Sells were blocked because price was above ACB but hadn’t cleared the fee margin (cost/fees not cleared)
• Inventory was insufficient for sell triggers
• Signals were skipped because that side is turned off (amount set to €0)

When one signal was blocked for more than one reason, the reasons are listed in the order Aurono checks them, so the first one shown is the one that actually stopped the trade.

If everything looks healthy, you get a clean bill of health.

Expandable Details

For deeper analysis:

• Signal breakdown (how many buys/sells executed vs ignored)
• Portfolio state over time
• Equity curve (strategy vs DCA vs buy & hold)
• Cash-over-time chart with danger zone

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Understanding Ignored Triggers

Not every signal results in a trade. The simulation shows exactly why:

Buy triggers ignored because:

• RSI not oversold - RSI was above your buy ceiling when the price trigger fired
• Insufficient capital - allocated capital is fully deployed
• Signal clustering - multiple buy signals arrive faster than capital recycles

Sell triggers ignored because:

• RSI not overbought - RSI was below your sell floor when the price trigger fired
• ACB protection - price has not cleared the average cost base plus the fee-safety margin (Aurono never sells at a loss, and never for less than the exchange fee costs)
• No inventory - nothing to sell yet

On a one-sided strategy, signals on the side whose amount is €0 are skipped too, and the summary says so.

Ignored triggers are not bugs - they are safety constraints working as designed.

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Suggestions

If the simulation reveals issues, suggestion cards appear:

• “Capital insufficient - try raising buy sigma to reduce trigger frequency”
• “Many sells blocked by ACB - try raising sell sigma for more patience”
• “Idle capital - try lowering buy sigma to deploy capital faster”

Click a suggestion to re-run instantly with adjusted parameters.

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Creating a Strategy from Simulation

When you are satisfied with the results, click “Create strategy”. This navigates to the strategy creation form with all parameters pre-filled:

• Symbol and timeframe
• Buy and sell amounts
• Allocated capital
• Computed drop and rise percentages

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Key Principles

• The simulation uses the same logic as Aurono’s live engine
• All computation runs client-side - no backend calls needed
• Results are deterministic - same parameters always produce the same outcome
• The tool answers: “Can this strategy survive its own rules?” - not “Will this make money?”