Portfolio Backtesting and Importing Strategies into Market Studies
Today, we're diving into the new portfolio backtesting feature and the ability to import strategies into your market studies. These tools make it easier than ever to test custom portfolios and compare performance side-by-side.
Portfolio Backtesting
Portfolio backtesting is designed for simplicity. It's perfect when you need a custom benchmark or want to backtest a specific mix of assets following exact percentages.
To run it:
Click Launch Backtest (from the Portfolio screen).
Set Rebalancing interval—this dictates how often we realign positions to your preset targets.
Optionally set the Starting Capital and modify the benchmark composition for comparison purposes.
Import Strategies into Market Studies for Side-by-Side Analysis
Start a new market study, and you'll see the new import feature right on the creation step. Pull in any backtest or strategy from your library.
I imported the one-week rebalancing portfolio first. On the chart, you'll notice signal-type lines in the background—these mark every rebalancing event.
Next, I imported the one-month version into a new tab. The lines are sparser here since rebalancing happens less often.
To view them together:
Go to the one-week tab.
Add a series from backtests.
Select the equity curve from the other tab that you’ve created.
Align both to the same scale.
Surprisingly, there's not much difference between weekly and monthly rebalancing for this portfolio. Performance is nearly identical, with minor variations based on start dates. Of course, you can layer in benchmarks like SPY, QQQ, or anything else to fine-tune comparisons over specific periods.
These imports let you house multiple strategies in one chart—ideal for spotting edges in rebalancing frequency, allocations, or timing.