Build an entire investment portfolio, with different fractions of the total allocated to different screens.

Starting in
trading simulator

General instructions

Run the tester over the specified range of years. Available data runs from 2003 through 2023 for most screens. You may start at any month of the year, but other than January can only run through 2022/2023.

Stocks are picked from the screens every holding period (between 1 and 120 months) and held for that period.

If you want to simulate actual trading, you can enter more parameters in the trading simulator.

You may give your backtest a name for convenience. If you use this backtest code in other testers, its name will be shown instead of a full description.

%Hold Screen

Blender instructions

Enter each screen to include in the blend, the percentage of the portfolio to allocate to that screen, and the holding period and ranks for the screen.

The component screens may have different holding periods; there is no single holding period for the blend itself. The years and start month of the blend will be used for all screens, regardless of what is specified for any screen.

If the trading simulator is being used, the rebalancing of the blend may be specified. By default, the allocation of the blend to its component screens is reset every year. You may specify any other time period, or always rebalance (i.e. every month), or never rebalance, allowing better-performing screens to dominate the portfolio. Only those screens which are trading on a given month will be brought into balance in the blend for that month.