We rolled out two awesome new features for members over the weekend: Strategy Categories Model Portfolio Historical Allocation Analysis Strategy Categories The list of tactical asset allocation strategies that we track is growing long (33 and counting). That’s a good thing; we want members to have access to as large a toolbox as possible. But […]
Various Miscellany
New Feature: Historical Allocation Analysis
We’ve added a major new feature to our members area: historical allocation analysis. Every strategy that we track now includes a brand new subpage, which is updated daily and devoted to helping members better understand how each asset class has contributed to the strategy’s performance. In this blog post, we discuss this new feature. Note […]
Annual Turnover (Unglamorous but Important) + A Development Update
We’ve added a new statistic to the backtests and screener for all of the strategies that we track: Annual Turnover. We realize that this isn’t the most glamorous of metrics, but we think it’s an important data point to consider when analyzing a strategy. Annual turnover measures the rate at which a strategy replaces its […]
New Feature: Strategy Screener
We’ve added a new premium feature for paid members: a powerful Strategy Screener. The strategy screener allows members to filter and sort tactical asset allocation strategies by any of the statistics that we calculate. Members can choose the number of years to analyze, and whether to include alternate trading days. Have a peek at this […]
The Perils of Backtesting with Unrealistic Data
As readers hear us repeat often, our results tend to be less optimistic than you’ll find elsewhere. We do our best to show backtested results that are as realistic as possible (even though showing results that are as good as possible would probably be better for business). That’s partially a result of simple things, like accounting […]