Uses strategy_trades (recorded fills). Each bar is signal edge USD − gas USD for that swap;
the line is the running sum — a simple projection of cumulative edge captured minus on-chain costs (not full realized round-trip PnL).
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Future value from amount x
Enter a starting balance x (USD) and a horizon. We estimate average daily net from the sample
(total net ÷ days between first and last trade), then either scale that pace by x ÷ average reference portfolio when snapshots exist.
Reference portfolio per fill = USDC balance + MAG7 balance × market price at that trade (NAV price fallback if needed).
Otherwise we add the raw historical $/day to x (fixed-dollar pace). This is an extrapolation, not a guarantee.