Choose a Backtest | PyInvesting

Guided methods

Start from an established approach

Choose the question you want to investigate. Each method makes different assumptions; historical results do not establish future profitability.

Momentum ranking

Relative strength

Rank investments by recent performance and hold the strongest.

Choose relative strength

Trend threshold

Moving average

Use a price trend threshold to decide when investments are held.

Choose moving average

Company measures

Fundamentals

Rank companies using financial and valuation measures at each rebalance.

Choose fundamentals

Price levels and risk

Breakout trading

Test entries after prices cross defined levels, with explicit exit and risk rules.

Choose breakout trading

Fixed target weights

Strategic allocation

Rebalance a chosen group of investments to fixed target weights.

Choose strategic allocation

Match the method to your question

Choose the decision rule before comparing historical results.
Research question	Method	What to check
How would fixed portfolio weights behave?	Strategic allocation	Target weights, rebalancing, currency and benchmark.
Which eligible instruments rank strongest?	Relative strength	Ranking and trend eligibility are different decisions.
When does a price-trend rule hold an instrument?	Moving average	Average type, period, entry and exit assumptions.
Which companies rank well on accounting measures?	Fundamentals	Information dates and historical universe coverage.
How do price-level entries and exits behave?	Breakout trading	Entry/exit windows, sizing, risk rules and overfitting.

Screening examines stored current company measures; it does not itself simulate a historical portfolio. Explore screening exercises before building a universe.