ETF Portfolio Backtest Upgrades
Sep 02, 2025
in Backtest
We have enhanced the ETF Portfolio Backtest with a couple of upgrades.
First, there is now the option to mark rebalance events on the main chart. If the backtest is primarily rebalancing into risk-on assets (typically buying equities) because they are under weight compared to their starting / target weight, the 'R' icon is blue. If the backrest is predominantly rebalancing away from risk-on assets and towards risk-off / lower volatility assets, the 'R' icon is red.1
click image to view full size version
Second, we have added the functionality to save and load all the backtest settings; portfolio, benchmark, rebalance option, start / end dates etc.2
Go to the ETF Portfolio Backtest.
Note:
- To prevent the chart from becoming a cluttered mess, no ‘R’ icons will be displayed on the chart if there are more than 25 rebalance events.
- Regular subscribers can save up to 5 different sets of settings. Pro subscribers can save up to 20.
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