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Pick a topic from the menu above. The Simulator guides cover the three modes; the Quantitative Backtest guides explain each strategy in detail — how it selects stocks and exactly how and when it rebalances.
Simulator
Test how a one-time deposit plus monthly contributions would have grown in real historical prices.
- Single — one stock or index.
- Compare — up to five tickers, normalized to 100.
- Portfolio — a weighted basket vs. the S&P 500.
Quantitative Backtest
Rule-based factor strategies over the entire S&P 500. Each holds the top N equal-weighted; they differ only in how the N are chosen.
- Top-N Market Cap — the largest companies.
- Momentum — the strongest recent performers.
- Low Volatility — the calmest names.
- Value — the cheapest by earnings yield (~2022+).
- Quality — the highest return on equity (~2022+).
All five share one engine — see Rebalance styles for how the weights are handled at each rebalance (Equal-weight, Reset on change, or Delta only), and how to overlay them to compare.
What the tools include
Historical monthly price changes, date-range filtering, lump-sum and recurring monthly contributions, fractional-share allocation at each monthly close, multi-ticker comparison, weighted portfolios with optional rebalancing, and rule-based factor backtests.
What they do not include
Taxes, dividends, trading fees, slippage, bid/ask spreads, account-specific rules, broker fractional-share limits, or any forward-looking prediction. Everything uses month-end closing prices, which keeps the data auditable and avoids implying intraday execution. Results are historical simulations, not advice.