Help & Documentation
A complete reference guide for system configuration, AI models, inputs, and output metrics.
System Inputs
Standard Formatting
For all manual ticker and weight fields:
- Tickers: Space separated (e.g.,
SPY QQQ). - Weights: Space separated (e.g.,
60 40). Must sum to 100% if not using AI. - Order: First ticker = first weight, etc.
Backtest Start Date
The starting point for the engine. Safely truncates to the earliest shared date if assets lack earlier data.
Portfolio Tickers
Standard ticker symbols. Apply leverage by appending "L=" (e.g., SPY L=2 for 2x leverage).
AI Model
Includes Hierarchical Risk Parity (HRP) and Mean-Variance to maximize the Sharpe ratio.
AI Memory (Lookback)
"Expanding" uses all history. Rolling windows force the model to adapt to recent market regimes.
Min/Max Weight Bounds
Prevent over-allocation to a single asset. Enter space-separated percentages matching your tickers.
Starting Value vs. Current Value
Starting Value = backtest baseline. Current Value seeds the Forecast Engine and Live tab.
Cash Flows
Simulate recurring deposits (positive) or withdrawals (negative) to model accumulation or decumulation phases.
Rebalance Frequency
How often the portfolio returns to target weights. Value Averaging (SIG) is an advanced dynamic strategy.
SIG System (Value Averaging)
Set a Quarterly Growth Target. Outperformance skims into a Safety Sleeve; underperformance deploys from it.
Outputs & Metrics
Compound Annual Growth Rate.
Annualized standard deviation of returns.
Deepest peak-to-trough decline.
Return per unit of total risk.
Like Sharpe, penalizes only downside volatility.
CAGR divided by Max Drawdown.
Excess return vs. benchmark.
Volatility relative to the benchmark.
Block Bootstrapping
Samples sequential blocks of historical returns — preserving market memory for far more realistic projections.
Probability of Loss
Likelihood the portfolio ends the forecast horizon below its starting value.
Value at Risk (VaR 5%)
The worst-5% threshold. '95% confident my portfolio won't fall below this.'
Expected Shortfall (CVaR)
Average of all outcomes in the worst 5% tail. 'If things go badly, how much do I actually lose?'