PyInvesting

Helping investors beat the market.


Create Your Strategic Allocation Backtest

A backtest is a simulation of an investment strategy using historical prices. This strategic allocation backtest, also known as strategic asset allocation is a portfolio strategy where you set target allocations for different asset classes and rebalance your portfolio periodically to that target allocation. The target allocations can be set depending on your time horizon, risk tolerance, and investment goals. The portfolio is rebalanced when the original allocations deviate from the target allocation due to the difference in performance among different stocks in your portfolio.


What stocks would you like to include in your investment universe?



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



Decide on the target weight for each instrument in the portfolio to backtest investment strategy. During backtest portfolio rebalancing, the weight of each instrument will be adjusted to the target weight.

Stock Portfolio Weight (%)

How often should your portfolio be rebalanced?

Rebalance frequency

Backtest Name