Powerful & Flexible

Our tools our the most powerful in the business, processing more than 20x the information of most tools!  We process daily data to give you day by day results and drawdown numbers, as well as advanced calculations such as the Sharpe Ratio.  Our advanced tools let you test ideas you never thought possible!  Backtest your ideas on almost any stock, ETF, and mutual fund.  Save and reload your complex settings with ease!

Advanced Portfolio Tools

We have tools that allow users to test Rotation Strategies, adaptive asset allocation strategies, portfolio moving averages, volatility targeting, portfolio timing, and many other strategies!  We have multiple tools that allow you to combine multiple strategies into one (trading the equity curve) using rotation and adaptive asset allocation, as well as moving averages!

Modern Visualizations

Easily visualize the performance of your strategies with HTML5 graphs that are fully interactive and zoom, showing performance and drawdown, as well as modern performance and trade tables.  Export and share all your charts and settings with fully interactive HTML reports.  Don't like our output?  You can download all the performance reports & equity to a spreadsheet file in all our tools!

A Few Ideas You Can Test

  • MA Crossover
  • Rotation - Balanced
  • Adaptive Asset Allocation
  • Portfolio - Moving Average
  • Portfolio - Rotation
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The Moving Average Crossover Backtesting Tool can be used to recreate this simple crossover strategy.  This strategy invests in MDY when it's price is above the 110 day simple moving average, and in TLT when the price of MDY is below the moving average.
This portfolio can be created using the Advanced Rotation Tool available by subscribing using the following settings.  This Strategy rotates into the top 4 funds of the portfolio TLT, GLD, SPY, MDY, GLD, CWB, PCY, DBC and VNQ based on the 5 month Momentum on a monthly basis, a cash filter is used such that if the top fund is below the 130 day moving average the strategy instead invests in SHY, the asset allocation is determined by Minimizing Variance with a 3.5 month variance calculation with a dampening factor of 10.
The Adaptive Asset Allocation Strategy uses our Adaptive Asset Allocation Tool available by subscribing and entering the settings described next.  The allocation amount is varied between MDY (Midcap 400 ETF) and TLT (20+ Year Term US Treasury Bond) based on the 3 month Sharpe Ratio on a monthly basis.
Imagine you wanted to take all the portfolio's generated by our tools on the other tabs, and invest in one (higher risk) strategy when it's equity curve was doing good, but also have the ability to switch to another strategy when it is doing poorly?  With our Portfolio Tools you can!  We took the 'Adaptive Asset Allocation' portoflio on the tab, invested in it when the equity curve was above the 115 day simple moving average, and when it was below that moving average we invested in the 'MA Crossover' strategy for lower risk.
Imagine you wanted to take all the portfolio's generated by our tools on the other tabs, and only investing the strategy that is the strongest?  With our Portfolio Tools you can!  We took the outputs from our other strategies on the other tabs, uploaded them to our Portfolio Tool, and instructed it to choose 2 based on the 3 month momentum, and do adaptive asset allocation based on the Sharpe ratio.
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Our Tools

Rotation/Momentum Ranking Investment Tool

​Adaptive Asset Allocation Tool
The Rotational Momentum Tool allows users to see the hypothetical results of a momentum or relative strength rotation ranking investing strategy, with the option of adding in adaptive asset allocation on top of rotation, using strength calculations including Momentum, Volatility, Sharpe Ratio, and Information Ratio.  The Rotational Momentum Tool will automatically calculate the strength, based on the momentum,volatility, Sharpe Ratio and/or Information Ratio, and at the end of each update period, switch or rotate to the highest ranked fund for the next period.
The Adaptive Asset Allocation Tool allows users to see the hypothetical results of weighting assets in your portfolio based on performance metrics such as Maximum Sharpe Ratio, Maximum Information Ratio, Minimum Variance, and Minimum Volatility instead of using fixed percentages.  On each period update the adaptive asset allocation tool updates the weight of each fund entered based on it's weighting score, thus allowing your portfolio to adjust to changing market conditions by re-weighting the portfolio instead of buying and selling a list of symbols.

​Moving Average Crossover Tool & Channels Tool

​Volatility Target and Volatility + Cash Tools
The Moving average filter tool, or risk on risk off tool, or asset switching tool, allows users to see the hypothetical results of buying the stock fund when it crosses above the moving average and holding until it crosses below it.  When the stock fund crosses below the moving average specified the back tester will invest in the cash fund specified. Users can customize the stock and cash fund to invest in, the moving average type and length, and the frequency at which the moving average condition is tested.  The Channels Tool does the same thing as the Moving Average Tool but allows users to define an upper and lower moving average channel to prevent investing and de-investing too early.
The Volatility Target Tool is provided to allow users a way to backtest a fund with the weighting of that fund adjusted to target a certain volatility amount instead of purely being 100% vested in that fund.  For example you may decide you would like to be long a certain stock or bond fund, but would not like to be fully long that fund when the market volatility increases, this tool allows the position to be scaled down when volatility is above the threshold, thus targeting the volatility level you decide.  Also you have the option to invest in a cash fund when the volatility tool de-invests in the main stock fund.

​Retirement Savings Simulation Tool

​Retirement Withdrawal Simulation Tool
The Retirement Savings Tool allows users to simulate saving for retirement. Inputs include annual return, inflation, investment volatility, current account size, and monthly savings. Also see how investment advisor fees affect results. This tool helps you understand the possibilities of how your savings and investments for retirement might turn out, it is distinct from a calculator in that it runs 1000 backtests and gives you a range of possibilities for how your investments may turn out.
The Retirement Withdraw Tool allows users to simulate the withdraws you would make during retirement, and determine how likely your money is to last in retirement. Also see how investment advisor fees affect results. Inputs include annual return, inflation, investment volatility, current account size, and monthly withdraws. This tool helps you understand the possibilities of how your withdrawals and investments in retirement might turn out, it is distinct from a calculator in that it runs 1000 backtests and gives you a range of possibilities for how your investments may turn out.

​Total Return vs. Price Return

Ratio & Correlation Tool
The Total Return Tool is provided to allow users a way to quickly see the affect dividends and other cash distributions have on the total return of a given fund.  A fund ticker is entered as well as a date range and a comparison plot and performance metric is displayed that shows the results of price only return and the total return including dividends.
The Ratio and Correlation Tool allows the user to enter 2 tickers.  The tool will then calculate the ratio of those 2 tickers, and the correlation between those 2 tickers.

​​Portfolio Rebalancing Tool

Portfolio Timing (Moving Average) Tool
The Portfolio Rebalancer Tool allows users to enter a list of symbols and corresponding weightings to construct a standard "Buy and Hold" portfolio and examine the performance of the portfolio as well as different rebalancing time-frames.  The tool will show the user the results of buying and holding as well as rebalancing the portfolio yearly, quarterly and monthly.
The Portfolio + Moving Average Timing Tool allows users to enter a list of symbols and corresponding weightings to construct a standard 'Buy and Hold' portfolio, just like the Portfolio Rebalancing Tool. Then it will apply a moving average to each fund in the portfolio, if that fund falls below the moving average it will instead invest the cash filter fund setup in the tool.

Portfolio Tools - Combine Tool

​Portfolio Tools - Portfolio Moving Average
The Portfolio Tools are tools that allow users to upload backtests from any of other other tools and create a strategy of strategies.  The Combine Tool allows users to upload up to 25 strategies and set the % allocation you want to devote to each of the 25 strategies.
The Portfolio Tools are tools that allow users to upload backtests from any of other other tools and create a strategy of strategies.  The Portfolio Moving Average tool allows users to upload a 'stock' and a 'cash' portfolio, when the 'stock' portfolio's equity curve is below the defined moving average, the 'cash' portfolio is invested in instead of the 'stock' portfolio.

​​Portfolio Tools - Portfolio Rotation and Adaptive Asset Allocation

Rolling Returns & Volatility Research Tool
The Portfolio Tools are tools that allow users to upload backtests from any of other other tools and create a strategy of strategies.  The Portfolio Rotation and Adaptive Asset Allocation Tool allows users to upload up to 10 strategies equity curves from other apps and rotate or apply adaptive asset allocation to these strategies, so you can determine when and how much each strategy gets invested in.  The settings on this tool are the same as our Advanced Rotation Tool.
The Rolling Returns and Volatility Tool is designed to show users the total returns, rolling returns, rolling volatility and rolling returns divided by volatility.  This tool is intended as a research tool to give you insight into how a specific stock, ETF or mutual fund is performing.
Rotation Invest