PyInvesting

Outperforming with quantitative, data driven investing.


Relative Strength Backtest  


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 (days)

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 (%)
6 Month Returns
3 Month Returns
1 Week Returns

Among all the stocks in the portfolio, we buy the top x number of stocks with the highest relative strength 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