u/dritu_

I'm trying to backtest a simple stacked portfolio: 25% each:

• CTAP

• RSBT

• GDT

• GDE

To yield the following asset exposure:

• Equities: 48%

• Bonds: 48%

• Managed Futures: 50%

• Gold: 45%

When I try to model it in testfol.io, I'm unsure how to properly model it. It performs perhaps too well when I just plug in the tickers and a negative CASHX position. Would adding 1% expense to each ticker better estimate the costs associated?