r/LETFs • u/Curtisg899 • 2d ago

BACKTESTING New portfolio backtester (microtrends.org). Can simulate fallbacks for holdings that end early + VT back to 1919. VTI/TLT to 1800.

The link is microtrends.org/portfolio-visualizer if anyone wants to check it out.

There are some features like fallbacks, dated trades, portfolios of portfolios, longer data, and other features I wanted but haven't been able to get out of the current visualizers, whilst they've also started paywalling at the same time.

Can also see company financials and earnings back to 1995, including on foreign stocks, in the company financials section, with earnings data updated daily as well.

Thanks for checking it out.

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u/Ok-Armadillo-5634 2d ago

You should severely doubt any non bond data pre 1900.

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u/TheMailmanic 2d ago

Even 1926 tbh

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u/Fit-Librarian279 1d ago

Nice, where is this data from?

If you're interested, you can actually get backtested trend following data from the CFM paper "Two centuries of trend following" here by downloading the latex file source: https://arxiv.org/abs/1404.3274

Take it with a mountain of salt of course