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Rotation/Momentum Ranking Investment Tool |
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Portfolio Rotation Investment Tool |
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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, Mean Reversion, 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 screener (ranker) tool just outputs the period by period ranking of a set of funds, not the backtest. The features are the same as the Rotation Advanced tool. |
The Portfolio Rotational Momentum Tool allows users to see the hypothetical results of a momentum or relative strength rotation ranking investing strategy applied to an entire portfolio of funds instead of individual tickers, with the option of adding in adaptive asset allocation on top of rotation, using strength calculations including Momentum, Volatility, Mean Reversion, 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 portfolio for the next period.
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Adaptive Asset Allocation Tool |
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Portfolio Moving Average Timing Tool |
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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.
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The Portfolio 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. Alternatively a user can define a moving average channel, when a fund crosses above the moving average + a channel offset and holding until it crosses below that moving average - a channel offset
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Portfolio Builder/Rebalancing Tool |
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Portfolio Channels Tool |
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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.
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The Portfolio 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. Alternatively a user can define a moving average channel, when a fund crosses above the moving average + a channel offset and holding until it crosses below that moving average - a channel offset
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Moving Average Crossover Tool & Channels Tool |
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Volatility Target and Volatility + Cash Tools
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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.
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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.
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Risk On Risk Off Portfolio Tool |
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Retirement Withdrawal Simulation Tool - Monte Carlo Simulation |
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The Risk On Risk Off Portfolio Timing Tool uses a moving average applied to a fund or a portfolio to determine which Portfolio (the Risk On or Risk Off) should be invested in. The goal of this tool is to provide a simple way for users to backtest switching between 2 different portfolios using a moving average or 2 moving averages as market timing method.
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The Retirement Savings & Withdraw Tools allows users to simulate the withdraws or savings you would make during or before retirement, and determine how likely your money is to last in retirement using Monte Carlo methods, and the likelihood of saving a certain about money given your current savings plan. 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 savings & 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
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Total Return vs. Price Return |
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Ratio & Correlation Tool |
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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.
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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.
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Rolling Returns & Volatility Research Tool |
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Strategy of Strategy Tools - Combine Tool |
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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.
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The Strategy of Strategy 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.
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Strategy of Strategy Tools - Portfolio Moving Average |
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Strategy of Strategy Tools - Rotation and Adaptive Asset Allocation |
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The Strategy of Strategy 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.
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The Strategy of Strategy 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.
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