Good Backtest tool

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ctreada
Posts: 97
Joined: Tue Jun 10, 2014 1:35 pm

Good Backtest tool

Post by ctreada » Fri Nov 17, 2017 10:55 am

Hey - hoping I can get some help here. I'm volunteering for my Church's trust and trying to backtest what would've happened in various scenarios from the mid 90s to the present.

All the tools that are out there are limited.
Portfolio Visualizer only has data back to year 2000.
Simba's tool that I found here only goes up to 2011.

Anyone know of a good resource where I could test the last 20 years or so against a few scenarios?

Thanks in advance.

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CaliJim
Posts: 2749
Joined: Sun Feb 28, 2010 8:47 pm
Location: San Fran Bay Area

Re: Good Backtest tool

Post by CaliJim » Sat Nov 18, 2017 12:29 am

ctreada wrote:
Fri Nov 17, 2017 10:55 am
Hey - hoping I can get some help here. I'm volunteering for my Church's trust and trying to backtest what would've happened in various scenarios from the mid 90s to the present.

All the tools that are out there are limited.
Portfolio Visualizer only has data back to year 2000.
Simba's tool that I found here only goes up to 2011.

Anyone know of a good resource where I could test the last 20 years or so against a few scenarios?

Thanks in advance.
simba's tool is up to date with 2016 data. see the google drive link.
viewtopic.php?f=10&t=2520&start=700#p2753812

backtesting can only tell you so much.

1990 to 2016 is a very short time period to be drawing conclusions from. it leaves out some very interesting periods...
high inflation...
depression...

statistics don't lie, but statisticians do....

in fact...make sure you don't draw ANY conclusions from your back testing!!
Last edited by CaliJim on Sat Nov 18, 2017 4:53 pm, edited 1 time in total.
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randomizer
Posts: 724
Joined: Sun Jul 06, 2014 3:46 pm

Re: Good Backtest tool

Post by randomizer » Sat Nov 18, 2017 1:29 am

Back to the mid-90s doesn't seem very far back at all.

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