Step 1: Enter the tickers you would like to be in your portfolio, one per line. Step 2: Enter the weightings in % for the corresponding fund ticker entered in Step 1. Step 3: Select a start and end date for the simulation.

Results show the equity curve and statistics for the entered portfolio being rebalanced Yearly, Quarterly, Monthly, and for no rebalancing (Buy and Hold).

Data Source for Backtesting

Select Stock Exchange To Lookup Symbols

This data is provided partially by St. Louis Fed Web Services [FRED], read their terms of service before using: https://research.stlouisfed.org/docs/api/terms_of_use.html This product uses the FRED® API but is not endorsed or certified by the Federal Reserve Bank of St. Louis.

Select a Pre-Built (Example) Portfolio

These Portfolios are examples only, and should not be considered recommendations or investment advise.

Start Backtest

End Backtest

Withdrawal All Dividends as Income

Capital for Dividend Income Calculations

Ticker(s)

Weight(s) (%)

Long or Short

Long

Enter the Benchmark Fund:

Long Term Data uses US Large Cap as Benchmark

If you would like to save your settings copy the below URL, and bookmark it. When you would like to resume, visit this bookmark and settings will be filled in automatically.

Show Log Plot

Monte Carlo Simulation

Runs a Monte Carlo Simulation based on backtest results. Backtest Results give a value for expected return % (CAGR), and volatility %. Using these two numbers the Monte Carlo calculates future expected returns. Since the values used to calculate are based on backtest results the model is only accurate if the backtest is an accurate representation of the future.

Select Monte Carlo Style: Savings or Withdraw

These values are used in the simulation to determine expected future performance, thus the Monte Carlo is only as accurate as these numbers are accurate.

Annual Inflation (%):

Annual Inflation Volatility (%):

Duration of Monte Carlo Simulation (yrs)

Investment Advisor Annual Fees (%)

Monthly Deposits into Account ($):

Current Account Size ($):

Correlation Coefficients

Correlation Coefficients taken during entire backtest length

Performance Summary

Income Table

Annual Performance For Each Rebalancing Method

Downloads

The spreadsheets below can be downloaded and imported into the Combined Portfolio App or Portfolio Rotation or Portfolio Moving Average Tools or edited in Excel Download Daily Equity Report - Yearly Rebalance
Download Daily Equity Report - Quarterly Rebalance
Download Daily Equity Report - Monthly Rebalance
Download Daily Equity Report - Buy and Hold

All settings and symbols can be downloaded below for later reference. Download Settings

A HTML Report can be downloaded below with settings and equity curve information, please save file to drive before opening. This file may be shared with others or saved to your computer for future reference. Download HTML Report

Notice: Your use of this site (RotationInvest.com or RotationInvest) is considered equivalent to your signature as evidence of your acceptance of RotationInvest.com's Terms of Use, and Privacy Policy. RotationInvest.com is not a registered investment advisor and does not provide professional financial or investment advice. RotationInvest.com is a tool that produces trade signals and backtesting results according to the set of funds and rules provided for analysis. Any strategies shown including but not limited to the prebuilt strategies are only used to highlight what is possible using these tools. Results from any of RotationInvest.com or PortfolioBuilderInvest.com tool or website may not be accurate, and cannot be guaranteed to be accurate or correct. Please contact us if you are unsure about where to read or Terms and Conditions and Privacy Policy.