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Formatting
Tickers & Weights (.5 = 50%)
- Inputs must be comma separated between tickers and weights.
- The order of tickers must correspond to the same order of weights.
Example:
A desired portfolio allocation of 75% SPY and 25% QQQ should be entered as:
User Inputs
Backtest Start Date
User selected beginning date (default set to 1900-01-01). The default allows the model to backtest from when all tickers have available price data.
Backtest End Date (Optional)
Used to evaluate strategy performance over specific time segments. Leaving this blank will use the most recent available closing prices.
Official System Inception Date
The actual date the user began system implementation.
Benchmark Ticker
User inputted benchmark ticker used for performance comparison against the Sigma and Buy & Hold from your Official Inception Date.
Risk On Allocation
Input desired ticker(s) to construct the Risk On portfolio (e.g., TQQQ for a 9sig-style strategy).
Risk Off Allocation
Input desired ticker(s) to construct the Risk Off portfolio (e.g., AGG for a 9sig-style strategy).
Annual Portfolio Drag
Allows backtesting cost of leverage for newer leveraged funds (e.g., TQQQ = 3x QQQ with X% Annual Portfolio Drag). For system implementation, leave default (0) as this input is for backtesting.
Confirmation Days
The number of days to hold after a 200 Day SMA crossover. Confirmation days reduce noise by ensuring the crossover is persistent by a user specified amount of days. A default of 1 is set to maximize system responsiveness. Users that prefer can test until the desired responsiveness of the system is achieved.
Portfolio Value at Last Rebalance
Assuming true calendar quarter-end rebalancing, input the total portfolio value at the prior quarter end.
Portfolio Value Today
Input the current total portfolio value. If today is not a quarter-end rebalance date, this input is used only to track intra-quarter progress.
Controls
Save Configuration
Allows users to save all inputs for future sessions.
Reset to Default Configuration
Resets all inputs back to default values (e.g., 9sig defaults).
Run
Once all inputs are entered correctly, select Run to generate system outputs.
Disclaimer: Past performance does not indicate future results. The information provided on this website is for educational purposes only and is not intended as financial advice. No guarantees are made regarding the accuracy or completeness of the data and computations provided. Always seek the advice of your financial advisor or other qualified financial services provider regarding any investment.