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Backtest
Buy & Hold · Periodic rebalancing · Momentum · Mean Reversion · Pairs · Risk Parity · CVaR
Strategy
Buy & Hold (equal-weight)
Rebalance (quarterly)
Momentum (top-N)
Mean Reversion (z-score)
Pairs Trading (spread z)
Portfolio: Risk Parity
Portfolio: CVaR-optimal
Portfolio: Max Diversification
Tickers (comma)
Pair B (for pairs)
Period
2y
3y
5y
10y
Initial
Calcular
Equity curve
Drawdown
Metrics