Outperforming with quantitative, data driven investing.

Create Your Relative Strength Backtest

A backtest is a simulation of an investment strategy using historical prices. This relative strength backtest selects the top few stocks with the strongest signals 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.

Screen your portfolio to select stocks in an uptrend. Stocks in a long term uptrend usually trade above their 200 day simple moving average.

Moving Average Period

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
1 Month Returns
1 Week Returns
P/E Ratio
Free Cash Flow Yield
Net Profit Margin
Return on Equity
Profit Growth

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

Do you want to use PyInvesting's risk management system to adjust cash allocation based on market sentiment?

Backtest Name