Run the tester over the specified range of years. Available data
runs from 1986 through 2012 for most screens. You may start at any
month of the year, but other than January can only run through 2011/2012.
Stocks are picked from the screens every holding period (between
1 and 120 months) and held for that period.
Instead of selecting from the available screens, you may choose to
enter codes from any of the backtesters to create hybrid
tests. Simply copy the link listed at the top of a run & paste into the form.
Also see the backtester code guide.
If you want to simulate actual trading, you can enter more parameters in
the trading simulator.
You may give your backtest a name for convenience. If you use this
backtest code in other testers, its name will be shown instead of a full
Enter each screen to include in the blend, the percentage of the
portfolio to allocate to that screen, and the holding period and
ranks for the screen.
The component screens may have different holding periods; there is no
single holding period for the blend itself. The years and start month of the
blend will be used for all screens, regardless of what is specified for any
If the trading simulator is being used, the rebalancing of the blend
may be specified. By default, the allocation of the blend to its component
screens is reset every year. You may specify any other time period, or
always rebalance (i.e. every month), or never rebalance, allowing
better-performing screens to dominate the portfolio. Only those screens which
are trading on a given month will be brought into balance in the blend for that