Step 1: Enter how many portfolios you would like to enable.Step 2: For each portfolio selected, enter the tickers and weights you would like in each portfolio.Step 3: Enter the start and end dates for the simulation.Step 4: Select how often you would like to update the asset allocations (Frequency of Updates).Step 5: Enter the number of portfolios that you would like to choose each month based on which ones are the strongest (TOP N).Step 6: Enter the 'Keep Position Until Rank is Below' value, this value determines when a portfolio is removed from the rotaion. Instead of just picking the Top N each period you may choose to choose the Top N but only un-invest in a portfolio only when it falls below this rank (KEEP K). Note this does not affect the TOP N output only the TOP N KEEP K output.Step 7: In the 'Settings for Calculating Symbols to Invest In' section enter the weightings and calculation lengths for determining how the position score is calculated. The position score calculated determines which portfolios are the strongest, and therefore get chosen as the winners each period.Step 8: In the 'Settings for Calculating Asset Allocation' if you selecting more than 1 portfolio per rotation (TOP N value is greater than 1) then you have the option to weight the winning portfolios using adaptive asset allocation. Select the asset allocation scheme you would like to use and adjust the settings for how to calcuate the adaptive asset allocation (see adaptive asset allocation tool for more information).
Select exchange here, then enter tickers normally. Ex. VCN should be entered for Vangaurd FTSE Canada All Cap fund.
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.htmlThis product uses the FRED® API but is not endorsed or certified by the Federal Reserve Bank of St. Louis.