Portfolio Optimization

The Portfolio Optimizer backtests thousands of combinations of portfolios to find the top performers for your target metric over a range of returns (CAGR). The result is a risk/reward curve, known as the Efficient Frontier, that you can use to select a portfolio that best meets your investment objectives.

Select a diverse set of assets (strategies or ETFs),
Set the minimum and maximum allocation allowed for each,
Select the metric you want to optimize for,
Choose the period to run the backtest over,
Select the maximum number of strategies or ETFs you want to have in the result portfolios
(more strategies results in more ETFs you have to rebalance in your portfolio).
Select "Optimize" and view your results below.

Metric
Period
Max Strategies

Portfolio	CAGR	Volatility	Sharpe	Max Drawdown
Current
Preview