Compare up to three portfolios with rebalancing, recurring investments or withdrawals and costs, including drawdowns and calendar years.
Recurring investment and withdrawalsLeverage per securityValue thresholdPDF report
Test ยท 5 tools
What would have worked?
Portfolios and rules on real prices, with costs and recurring investments.
Test moving average, dual momentum, relative strength, target volatility and adaptive asset allocation with real prices.
Dual momentumPAA, VAA, DAARegime (HMM)Target volatility
CPPIRebalancing
Portfolio insurance with equity, bond and cash parts, multiplier and floor, compared with buy-and-hold and a fixed mix.
TIPPLock-inLeverageRebalancing
Pairs trading, portfolios of pairs, factor residuals and rank long/short, with costs, borrow fees and interest on cash.
Pairs tradingAvellaneda/LeeRank long/short
Currency carry with G10 and emerging market currencies and bond carry along the yield curve, since the 1970s.
Volatility targetingCrash filterBond carry