Dashboard User Guide
The Quantum Hybrid Portfolio Dashboard is a React application for portfolio optimization, backtesting, risk analysis, and scenario testing.
Data Modes
- LIVE (API) — Real market data from the backend. Select tickers, dates, and run optimization.
- SIM (Simulation) — Synthetic market data from regime parameters. Ideal for experimentation.
Tabs
Holdings
- Portfolio Holdings — Optimized weights and sector allocation
- Sector Breakdown — Pie chart by GICS sector
- Trade Blotter — Dollar amounts and share counts for execution
- Benchmark Weight Comparison — QSW vs Equal Weight, Min Variance, Risk Parity, HRP
Performance
- Backtest Panel — Run historical backtest with tickers and dates
- Drawdown Chart — Drawdown from peak
- Cumulative Performance — Equity curve (backtest or simulated)
- Strategy Comparison — QSW vs benchmarks (bar chart and table)
Risk
- Correlation Heatmap — Pairwise correlation between assets
- Efficient Frontier — Risk-return frontier with current portfolio
- Value at Risk — Daily VaR and CVaR at 95% confidence
- Sector Exposure — Radar chart (portfolio vs equal-weight)
- Stress Test Scenarios — Impact under 2008 GFC, COVID Crash, 2022 Rate Shock, Flash Crash
Analysis
- What-If Weight Adjuster — Sliders to tweak weights; see impact on metrics
- Regime Comparison — Optimize under bull, bear, normal, volatile regimes
Sensitivity
- Omega Sensitivity — Sharpe vs omega
- Max Weight / Evolution Time Sensitivity — How constraints affect Sharpe
- Correlation Matrix — Holdings correlation
- Omega Impact Breakdown — Return, vol, positions at each omega
API mode: "Run API Sensitivity Sweep" — Batch optimize across omega and max-weight.
Scenarios
- Index & ETF Scenario Tester — Define scenarios, run batch backtests, compare
- Load — Apply a scenario to the main dashboard
Left Panel Controls
- Quantum Parameters: Omega, Evolution Time
- Market Regime: Normal, Bull, Bear, Volatile
- Evolution Method: Continuous, Discrete, Decoherent, Adiabatic, Variational
- Objective: Max Sharpe, Min Variance, Risk Parity, HRP, Target Return
- Constraints: Max Weight, Max Turnover, Universe Size
- Tickers & Dates: Search/autocomplete, date range
- Simulation: Random seed, reset, portfolio status
Metric Cards
Sharpe Ratio, Expected Return, Volatility, Active Positions, Daily VaR. Toggle Optimization vs Backtest when backtest is available.
Informational Bubbles
Hover over info icons next to labels, sections, and cards for short explanations.
Header Actions
- Theme toggle — Dark/light
- Export — Download JSON (parameters, holdings, risk, backtest)
- DataSource badge — SIM or LIVE
Last updated: 2026-02