We simulate a sample portfolio for each strategy using 15+ years of historical data. We run a different simulation starting on each day of the month, 15 years ago. [Example: for April 2025, we run simulations starting on April 1 through April 30, 2010, daily.] The final performance numbers are the average of those 30 simulated portfolios.
How is the strategy performance calculated?
Updated over 5 months ago