Backtest Your Ideas Using Highly Customizable Tools

Flexibility and options for your backtests previously only available to professional quantitative programmers.

RotationInvest.com provides online investment backtesting tools for Rotation, Momentum, Sector Rotation, Asset Allocation, and Portfolio Strategies for stocks, ETFs and mutual funds. RotationInvest.com’s tools are designed to allow users find and backtest reliable quantitative, rule based, rotational ranking, adaptive asset allocation, and asset switching investment strategies for gaining exposure to uptrends in multiple asset classes while preventing large drawdowns associated with investing in single asset classes and test the robustness of all strategies with Monte Carlo simulations. Professional Quality data is available to subscribers, as well as data going back as far as 1924 for long term backtests using any of our tools.

Powerful/Flexible Tools

Our tools our the most powerful in the business, processing more than 20x the information of most tools! We process daily data to give you day by day results and drawdown numbers, as well as advanced calculations such as the Sharpe Ratio and Mean Reversion.

Backtest your ideas on almost any stock, ETF, and mutual fund. Save and reload your complex settings with ease!

Professional Data

With professional quality data stretching back more than 30 years on US stocks, ETFs, and mutual funds, backtests use the most accurate data for reliable results.

Long Term Historical data-feeds are available to all customers. Data goes back to as far as 1924, and is available in all of our backtesting tools.

Advanced Options

We have tools that allow users to test Rotation Strategies, adaptive asset allocation strategies, portfolio moving averages, volatility targeting, portfolio timing, and many other strategies! Utilize ranking methods including Momentum, Volatility, Sharpe Ratio, Mean Reversion, and the Information Ratio. All tools run Monte Carlo simulations on all results to allow users to check robustness and simulate future earnings.

Visualizations and Exports

Easily visualize the performance of your strategies with fully interactive graphs, showing performance and drawdown, as well as performance and trade tables. Export and share all your charts and settings with fully interactive HTML reports. Don’t like our output? You can download all the performance reports & equity to a spreadsheet file in all our tools!

Our tools output live trading signals as well as historical trading reports to make trading your strategies simple.

Customizable Backtests to Fit Your Needs

Do you have an idea about what you want to test, but need the tools to get it tested?  Try RotationInvest.com out, and see if there a is a simple solution to test and refine your streategy!

Powerful Visualizations

Build Your Strategies, visualize the results, download the results and analyze all of the details.  Simple, visual, but also completely customizable and feature packed.

Understand and visualize the result of any backtest quickly and easily.

 

Recommended

Membership Plan

$24.99
Per Month (Less if You Subscribe Yearly)

Features

  • Backtesting Tools: Unlimited Access
  • Unlimited Email Support
  • No Commitment - Cancel Anytime
  • Professional Data Included
  • Historical Data since 1924 Included for Backtesting
  • View historical trades as well as get signals for your strategies

TOOLS AVAILABLE TO MEMBERS

rotation/momentum ranking investment tool

The Rotational Momentum Tool allows users to see the hypothetical results of a momentum or relative strength rotation ranking investing strategy, with the option of adding in adaptive asset allocation on top of rotation, using strength calculations including Momentum, Volatility, Mean Reversion, Sharpe Ratio, and Information Ratio. The Rotational Momentum Tool will automatically calculate the strength, based on the momentum,volatility, Sharpe Ratio and/or Information Ratio, and at the end of each update period, switch or rotate to the highest ranked fund for the next period. The screener (ranker) tool just outputs the period by period ranking of a set of funds, not the backtest. The features are the same as the Rotation Advanced tool.

Portfolio Rotation Investment Tool

​The Portfolio Rotational Momentum Tool allows users to see the hypothetical results of a momentum or relative strength rotation ranking investing strategy applied to an entire portfolio of funds instead of individual tickers, with the option of adding in adaptive asset allocation on top of rotation, using strength calculations including Momentum, Volatility, Mean Reversion, Sharpe Ratio, and Information Ratio. The Rotational Momentum Tool will automatically calculate the strength, based on the momentum, volatility, Sharpe Ratio and/or Information Ratio, and at the end of each update period, switch or rotate to the highest ranked portfolio for the next period.

​​Adaptive Asset Allocation Tool

​The Adaptive Asset Allocation Tool allows users to see the hypothetical results of weighting assets in your portfolio based on performance metrics such as Maximum Sharpe Ratio, Maximum Information Ratio, Minimum Variance, and Minimum Volatility instead of using fixed percentages. On each period update the adaptive asset allocation tool updates the weight of each fund entered based on it's weighting score, thus allowing your portfolio to adjust to changing market conditions by re-weighting the portfolio instead of buying and selling a list of symbols.

​Portfolio Moving Average Timing Tool​

The Portfolio Timing Tool allows users to enter a list of symbols and corresponding weightings to construct a standard 'Buy and Hold' portfolio, just like the Portfolio Rebalancing Tool. Then it will apply a moving average to each fund in the portfolio, if that fund falls below the moving average it will instead invest the cash filter fund setup in the tool. Alternatively a user can define a moving average channel, when a fund crosses above the moving average + a channel offset and holding until it crosses below that moving average - a channel offset

Moving Average Crossover Tool & Channels Tool

The Moving average filter tool, or risk on risk off tool, or asset switching tool, allows users to see the hypothetical results of buying the stock fund when it crosses above the moving average and holding until it crosses below it. When the stock fund crosses below the moving average specified the back tester will invest in the cash fund specified. Users can customize the stock and cash fund to invest in, the moving average type and length, and the frequency at which the moving average condition is tested. The Channels Tool does the same thing as the Moving Average Tool but allows users to define an upper and lower moving average channel to prevent investing and de-investing too early.

Volatility Target and Volatility + Cash Tools

The Volatility Target Tool is provided to allow users a way to backtest a fund with the weighting of that fund adjusted to target a certain volatility amount instead of purely being 100% vested in that fund. For example you may decide you would like to be long a certain stock or bond fund, but would not like to be fully long that fund when the market volatility increases, this tool allows the position to be scaled down when volatility is above the threshold, thus targeting the volatility level you decide. Also you have the option to invest in a cash fund when the volatility tool de-invests in the main stock fund.

​​Portfolio Builder/Rebalancing Tool

The Portfolio Rebalancer Tool allows users to enter a list of symbols and corresponding weightings to construct a standard "Buy and Hold" portfolio and examine the performance of the portfolio as well as different rebalancing time-frames. The tool will show the user the results of buying and holding as well as rebalancing the portfolio yearly, quarterly and monthly.

Portfolio Channels Tool

The Portfolio Timing Tool allows users to enter a list of symbols and corresponding weightings to construct a standard 'Buy and Hold' portfolio, just like the Portfolio Rebalancing Tool. Then it will apply a moving average to each fund in the portfolio, if that fund falls below the moving average it will instead invest the cash filter fund setup in the tool. Alternatively a user can define a moving average channel, when a fund crosses above the moving average + a channel offset and holding until it crosses below that moving average - a channel offset.

​Total Return vs. Price Return​

The Total Return Tool is provided to allow users a way to quickly see the affect dividends and other cash distributions have on the total return of a given fund. A fund ticker is entered as well as a date range and a comparison plot and performance metric is displayed that shows the results of price only return and the total return including dividends.

​Ratio & Correlation Tool

The Ratio and Correlation Tool allows the user to enter 2 tickers. The tool will then calculate the ratio of those 2 tickers, and the correlation between those 2 tickers.

Strategy of Strategy Tools - Portfolio Moving Average​

The Strategy of Strategy Tools are tools that allow users to upload backtests from any of other other tools and create a strategy of strategies. The Portfolio Moving Average tool allows users to upload a 'stock' and a 'cash' portfolio, when the 'stock' portfolio's equity curve is below the defined moving average, the 'cash' portfolio is invested in instead of the 'stock' portfolio.

Strategy of Strategy Tools - Rotation and Adaptive Asset Allocation​

The Strategy of Strategy Tools are tools that allow users to upload backtests from any of other other tools and create a strategy of strategies. The Portfolio Rotation and Adaptive Asset Allocation Tool allows users to upload up to 10 strategies equity curves from other apps and rotate or apply adaptive asset allocation to these strategies, so you can determine when and how much each strategy gets invested in. The settings on this tool are the same as our Advanced Rotation Tool.