Composite Strategies

Combine your saved backtests into a single theoretical portfolio with custom weights and rebalancing.

Strategy

Composite Strategies combine two or more of your saved backtests (SkewPreme, HedgeRoll, DistroYield, LeadLag) into a theoretical portfolio. Set allocation percentages that sum to 100% and choose a rebalance frequency—None (buy-and-hold), Monthly, Quarterly, or Annual—to see how they would have performed together over the overlapping date range. Results are theoretical and for analysis only.

Use Build Composite to add strategies as legs and run a combined backtest. Save configurations for later in Saved Composites.

How it works

• Select 2+ completed backtests from any strategy type.
• Assign allocation percentages that sum to 100%.
• Choose rebalance: None (buy-and-hold), Monthly, Quarterly, or Annual.
• The composite uses only dates where every selected backtest has data (overlapping range).

Build Composite