Backtest Lab
Simulate a supported stock portfolio with starting weights, dated target changes, recurring cash flows, calendar or drift-band rebalancing, trading costs, a trading-event audit, holding contribution, one- and three-year rolling return consistency, monthly and annual calendar returns, drawdown recovery, and a reader-selected comparison ticker.
Build the backtest
Enter one to ten currently supported stock tickers and starting target weights. The simulation uses the maintained daily adjusted-close history already used by Grizzly Bulls stock research, with no request-time market-data fetch.
| Ticker | Starting target | Actions |
|---|---|---|
Allocation changes
Optional. Replace the target weights on a later date without changing the ticker set. Each change takes effect on the first common modeled session on or after the entered date and forces one full rebalance to the new targets.
No dated allocation changes. The starting targets remain active for the full sample.
Starting cash deployed at the starting target weights.
Applied on the first common trading session of each new month.
Optional. The first common session on or after this date is used.
Applied to modeled buys and rebalance turnover.
Optional supported stock, run with the same cash-flow schedule.
Every starting allocation and dated replacement allocation must total 100%.