Looking for a transparent solution for your portfolio backtesting?
Done!
All you need for your portfolio backtesting in one place:
- Powerful asset allocation algorithms
- Lightning fast portfolio backtesting
- Highly flexible data exchange with other programs
- Backtesting your hedging with different instruments
- Investment history and log
With our backtesting software you get access to all our current and future Strategies
- No strings attached – nothing to hide!
- Backtest, adjust and modify our strategies to your needs:
- Portfolio backtesting: optimize to your own preferences
- Replace assets with those from your 401k or ira account
- Backtesting hedges with bonds, and currencies
Backtesting Software: Whether you love simplicity or look for sophistication. We got you covered when backtesting your portfolio!
- Select your own assets in the custom asset allocation
- Pick from different ranking and optimization algorithms
- Add volatility limits and hedging options
- Portfolio backtesting in milliseconds with a simple click
Portfolio Backtesting and designing sophisticated strategies. Design your bullet proof portfolio:
- Blend our and your own strategies into a portfolio backtest
- Let momentum and mean reversion steer the dynamic allocation among strategies
- 60/40 was yesterday: always switch to the fastest horse depending on market environment
- Backtesting your hedge and limiting volatility at strategy or portfolio level
Use funds from all 401k and IRA Custodians and backtesting with different asset classes. Whoever your 401k or IRA plan provider is – portfolio backtesting made simple based on assets they include.
- Our backtesting software uses publicly accessible data that can track virtually all existing asset classes:
- Equity indexes, stocks, bonds, commodities, currencies, volatility indexes.. You name it.
More functionalities of our backtesting software under the hood
- Daily automatic download of the ETF/Stock closing prices
- Daily updated strategy performance visible. The software shows performance charts and detailed statistical information
- Performance logs and ranking logs can be exported in excel format. Like this it can be included easily in reports.
- Every day the optimum allocation is indicated. This allows strategy rebalancing whenever you want. This way, you can for example rebalance before the official end of month rebalancing.
- It is very simple to change strategy parameters. This way an investor can fine-tune its risk return profile. It is for example simple to limit volatility of a strategy to a certain level (for example 5%)
- Access to our proprietary Modified Sharpe Optimization
- Four powerful ranking algorithms
- Momentum and Mean Reversion logic
- Dynamic Volatility Scaling: Minimum Volatility, Maximum Sharpe Optimization, Riding the Efficient Frontier
- Limit Portfolio Volatility at your own preference
- Flexible setting of minimum and maximum allocations by asset
- Volatility scaling by asset