Multiple Strategies Backtest and Optimization Tool

Features

Combine up to 10 strategies
Select rebalance frequency: daily, weekly, monthly, quarterly, semi-annual, yearly
Set allocations per strategy and backtest to see how they do together
Optimize to find the right allocation for each of your strategies
Custom backtest report metrics: yearly returns, top 5 drawdowns, Sharpe Ratio and correlation
Generate a correlation matrix of your strategies