Backtest
Any mix of tickers, rebalanced on a calendar, on total-return data, with the same metric definitions as the model pages. Risk first: the worst decline and every drawdown deeper than 10% sit beside the return.
Any mix of tickers, rebalanced on a calendar, on total-return data, with the same metric definitions as the model pages. Risk first: the worst decline and every drawdown deeper than 10% sit beside the return.