Moving averages for an asset
Hold an asset while its price is above a simple or exponential moving average, and step aside into cash or another asset when it isn't. A classic trend-following rule.
Tactical asset allocation backtester
Backtest tactical asset allocation strategies
Build moving-average, dual momentum and adaptive allocation portfolios, run them against historical prices, and see how they compare with buy-and-hold. Free to use.
ETFs and stocksRisk-adjusted metricsSave your configurations
Four ways to time the market
Pick a tactical model, choose your assets, and let the backtest show how it would have behaved.
Moving averages for a portfolio
Apply the moving-average signal to a whole portfolio's value rather than one ticker, or use a fast-versus-slow crossover of two averages.
Dual momentum
Rank assets by relative momentum, then hold the leader only if its absolute momentum beats the risk-free rate. Otherwise it moves to a defensive asset.
Adaptive allocation
Shift weight toward the assets with the strongest recent performance, so the portfolio adapts to changing markets while staying fully invested.
Contributions and withdrawals
Model regular deposits, fixed withdrawals or percentage withdrawals, with monthly, quarterly or annual rebalancing.
Reports you can act on
Each backtest reports growth against a benchmark, a trade log, and Sharpe and Sortino ratios measured over the risk-free rate.
How it works
1
Choose a model
Select moving averages, dual momentum or adaptive allocation and set the lookback periods.
2
Pick your assets
Enter the ETFs or stocks to hold, a defensive asset, a start date and a rebalance schedule.
3
Run the backtest
Get a full report, then save the configuration and refine it later.
Frequently asked questions
What is tactical asset allocation?
Tactical asset allocation shifts a portfolio between assets, or into cash, based on rules such as trend or momentum instead of holding a fixed mix. Strategy Builder lets you define those rules and backtest them on historical prices.
Which strategies can I backtest?
Four models: moving averages for a single asset, moving averages for a whole portfolio, dual momentum, and adaptive allocation. Each is configurable, including lookback periods, rebalance frequency, defensive assets, contributions and withdrawals.
Is Strategy Builder free?
Yes. A free account can save up to 10 strategy configurations.
Where does the price data come from?
Historical prices come from Yahoo Finance. Sharpe and Sortino ratios are measured over the 3-month Treasury bill rate from FRED.
Are backtest results a prediction of future returns?
No. Backtests are hypothetical, do not include trading costs, taxes or slippage, and past performance does not guarantee future results. Nothing here is investment advice.