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 and Mean Reversion. 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!
Professional data-feeds are available to all customers.  With professional quality data stretching back more than 30 years on US stocks, ETFs, and mutual funds, backtests use the most accurate data for reliable results.

Long Term Historical data-feeds are available to all customers. Data goes back to as far as 1924, and is available in all of our backtesting 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! Utilize ranking methods including Momentum, Volatility, Sharpe Ratio, Mean Reversion, and the Information Ratio.  All tools run Monte Carlo simulations on all results to allow users to check robustness and simulate future earnings.
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 OF THE IDEAS YOU CAN TEST

  • Simple Rotation
  • Rotation + Adaptive Asset Allocation
  • Historical Strategy Since 1954
  • Portfolio Rotation   
  • Strategy of a Strategy
  • Portfolio Moving Average
<
>
This strategy rotates between SPY, MDY, and TLT tickers.  This strategy is a very simple rotation between 2 stock ETFs and 1 bond ETF to show the power of simply rotating out of stocks when they are weak and into bonds.

Settings for Members:  34% 3 Month Momentum, 33% 4 Month Momentum , 33% 5 Month Momentum,
no cash filter needed, choose top 1, update Monthly.
This strategy rotates between S&P 500 Sectors: XLE, XLV, XLP, XLY,X LF, XLB, XLU, TLT, and a bond [IEF] tickers.  This strategy is the classic sector rotation strategy that allows investing in the top 2 sectors each month and goes into bonds when sectors are performing poorly. Additionally this strategy weights the top 2 with asset allocation instead of strictly equally.

Settings for Members:  66% 3 Month Momentum, 34% 4 month volatility, no cash filter needed, choose top 2, use Sharpe based asset allocation with 3 month sharpe length at 0% dampening, update Monthly
All of our tools have an option to select 'Historical Data' and run a strategy as far back as 1924.  Historical Data includes US Large/Mid/Small Cap, US Sectors, Foreign Equities, Bonds, Treasury Bonds, Emerging markets and more!

The below strategy uses the Rotation Advanced tool to select the top 1 fund using the Historical Data option, selecting 'US Large Cap' and 'US Mid Cap' and 'US Total Bond Market - Intermediate Term' using 100% 2.5 Month Sharpe ratio as the weighting option.  Alternatively using a cash filter reduces volatility slightly but also slightly reduces returns. [Yes those results show almost 45,000% return if you invested in 1954!]
Choose the strongest of 4 stock and bond portfolios.  Each month determine which portfolio has performed the best over the past 3 months based on momentum and Sharpe ratio, then invest in the winning portfolio of the 4 portfolios.
​
Portfolio 1: 75% Stocks, 25% Bonds
Portfolio 2: 50% Stocks, 50% Bonds
Portfolio 3: 25% Stocks, 75% Bonds
Portfolio 4: 100% Bonds
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 rati
With this tool a standard portfolio can be created with allocation % by symbol.  When a fund in that portfolio drops below a moving average, that fund is switched out for a bond/cash fund of users choice.

​​We are going to create a portfolio composed of mutual funds VTSMX 30%, VGSIX 20%, VGTSX 20%, VIPSX 15%, and VUSTX 15%, these allocations are in line to replicate the Swensen portfolio.  When any of these funds drop below their 175 Day moving average, we will invest in an intermediate term treasury bond fund (IEF).