Build an entire investment portfolio, with different fractions of the
total allocated to different screens.
Run the tester over the specified range of years. Available data
runs from 2003 through 2018 for most screens. You may
start at any month of the year, but other than January can only run
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.
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.