Strata

Quantitative Investment Analytics Historical backtest, block-bootstrap scenarios and walk-forward portfolio construction.

Portfolios

Strategy

Study window

Backtest settings

Advanced settings
Load a preset

Start with a few tickers

Enter the holdings and weights on the left, pick a window, and run it. You get the realized path over that window and a fan of scenarios built by resampling the portfolio's own completed returns — the same method the research pipeline uses, applied to your universe.

Add a second portfolio to compare two allocations in the same simulated markets, so the difference between them comes from construction rather than a luckier draw.