This release brings a major update to Copilot's backtesting and strategy analytics, with new charts, improved seasonality analysis, expanded Pulse integration, and improvements across energy and STIR options.
Backtesting
- Redesigned P&L chart, with drawdowns now displayed separately to make periods of strategy underperformance easier to identify.
- Added a zoomable time-range slider to make it easier to focus on specific historical periods.
- Added a new P&L Distribution chart to visualize the distribution of historical strategy returns.
- Reorganized performance metrics into individual components for a clearer breakdown of historical strategy performance.
Historical & Seasonality Analytics
- Added combined Skew and Slope analytics, bringing related volatility views together in a single chart.
- Added Breakeven vs Realized Volatility analysis, providing historical context around a strategy's breakeven level.
- Improved Volatility Seasonality analytics to make it easier to compare volatility behavior across historical periods.
Pulse
- Expanded support for Pulse trade items directly within Copilot.
- Added a new breakeven price calculation.
- Improved drawdown calculations and handling of futures within Pulse strategies.
Energy Structures
- Improved support for gas strips and average-price strips, including leg construction, pricing, and summary formatting.
- Gas-strip legs are now handled individually throughout the analysis, improving support for multi-period energy structures.
STIR Options
- Improved support for normally distributed STIR options.
- Improved expiration and settlement-date handling.
- Corrected implied-volatility formatting and made additional improvements to STIR pricing and configuration.
General Improvements
- Fixed an issue that could occur when switching rapidly between Copilot tabs.
- Improved chart sliders, axis labels, and empty-data handling.
- Numerous bug fixes, stability improvements, and usability enhancements across the platform.
As always, thank you for your feedback. Many of these improvements come directly from customer suggestions and are designed to make strategy analysis in Copilot faster, clearer, and more intuitive.
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