r/Testfolio

Tactical Allocation Optimizer possible?

As a paying subscriber, I'm using the tactical allocation a lot, but the problem is that I have to test every variable seperately. I save them as tickers, but that still means, I have to run them at least once.

For example let's say I want to try a risk-on, risk-off strategy with a 200SMA buffer?

- risk on: QQQ, QLD or TQQQ

- buffer: 0%, 1%, 2%, 3%, 4% or even asymetric like -3% and +4%

- risk off: gold, cash, SPY, BRKB

I don't know if this asks too much computer power, but a tactical allocation optimizer that can calculate all these strategies with all these variables at once would be fantastic! Thank you for your amazing website nonetheless.

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u/cqx22 — 12 days ago