The library · Official strategy
Russell 2000
BaselineRebalance every 1 moSingle indexS&P 500
Simulated since 2000
Every rule visible
The whole strategy, in the open.
A strategy is a portfolio of models. The rules at both levels are the ones the backtest above runs on.
Russell 2000Rebalance every 1 mo
A single index — nothing to rebalance across models.
Russell 2000
Securities1
Max positions10
Stop lossNot set up
Take profitNot set up
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Fincanva provides no financial advice. Backtests show what would have happened — not what will.