Strategy Lab

Write a rule-based screen such as "in each sector, the top 30% by ROCE, then P/E below 25, then the 20 cheapest by P/B, rebalanced quarterly", and replay it month by month since January 2019 using only fundamentals that would have been public at the time (a 60-day reporting lag is assumed). Results include an equity curve against equal-weight and cap-weight universe benchmarks, drawdowns, holdings at each rebalance and turnover. It runs entirely in your browser.

Hypothetical, back-tested results; not investment advice. Only companies listed today are included.