Project · about

About

Why this site exists, and who makes it.

Portfolio Tester is a from-scratch clone of a tactical asset-allocation backtester, in the spirit of Portfolio Visualizer — built by hand, deliberately without a framework, every chart drawn server-side rather than pulled from a charting library. It began as a way to learn the craft the hard way, and grew into a working, self-operated investment method.

The starting point was Ray Dalio's All Weather — a portfolio meant to hold up across all four economic seasons — reached the opposite way: not a fixed, bond-heavy balance, but dual momentum (after Gary Antonacci's Global Equity Momentum), which holds what is trending, steps aside into cash when nothing is, and rotates once a month by rule rather than by conviction. The deployed portfolio is a 70/30 composite — a US growth/value equity sleeve paired with a commodity-sectors sleeve — and orders run through a brokerage API, currently in paper trading.

Most of this site is spent trying to break its own conclusions, not to sell them. The long-term section pushes the backtest back to 1926 — through the Depression and every modern crisis — precisely to find where the method gives way. And it does give way: momentum tracks the business cycle and the long swings of fear and greed, not the rare rupture of an entire regime. Over a full century its worst drawdown runs deep, far short of the comfort a single recent decade suggests. What the rules buy is discipline and a far better tail than buy-and-hold — not a floor, and not a promise.