Outperforming with quantitative, data driven investing.

Create Your Fundamentals Backtest

A backtest is a simulation of an investment strategy using historical prices. This fundamentals backtest selects the top few stocks with the strongest fundamentals among all stocks to form a portfolio.

What stocks would you like to include in your portfolio?

Select benchmarks that you would like to compare your strategy's performance against.

Allocate weights to each of the signals to customize your own trading signal. Stocks with the strongest signals are bought and stocks with the weakest signals are sold.

Select Signal Weight (%)
12 Month Returns
6 Month Returns
3 Month Returns
P/E Ratio
Free Cash Flow Yield
Net Profit Margin
Return on Invested Capital
Volume (6 Months Average)
P/B Ratio
Return on Equity
Profit Growth
Dividend Yield
Debt to Equity
Market Capitalization
Relative Strength Index (30 days)
Relative Strength Index (180 days)

Among all the stocks in the portfolio, we buy the top x number of stocks with the highest overall signal and sell existing stocks in the portfolio that have fallen below the top x ranking.

Select top x stocks

How often should your portfolio be rebalanced?

Rebalance frequency

Backtest Name