Strategy Analyzer
Market conditions
| Indicator |
Vs. rest of history |
In period |
Typical |
Percentile |
Higher than usual
Lower than usual
Bar length = how consistently the period differs from the rest of history (rank-biserial effect)
Backtest a strategy
Strategy
Benchmark
Excess return vs. benchmark
Outperforming (top third of rolling 3-month return vs. benchmark)
Underperforming (bottom third)
Unshaded = roughly matching. Growth of 100, log scale.
What the market looked like
When the strategy outperformed
| Indicator | Vs. other days | Median | Pctile |
|---|
When the strategy underperformed
| Indicator | Vs. other days | Median | Pctile |
|---|
Higher than on other days
Lower than on other days