How it works

1. Portfolio Formation
On the start date of the test, the system creates a virtual portfolio from the top 10 assets selected by your screener. These assets represent your investment strategy and are included in the portfolio in equal shares (10% each).

2. Performance Evaluation
The graph displays the performance dynamics of your portfolio and the stock index for comparison. This allows you to evaluate the effectiveness of your strategy relative to the market.

3. Rebalancing as part of the strategy
If the rebalancing option is enabled, the system periodically updates the portfolio composition. The process includes:
- Reapplying the screener to select the top 10 assets.
- Adjusting the portfolio based on new data.
- Adding a separate curve on the graph to show the performance after rebalancing.

Calculation Features
Assets with insufficient liquidity and incomplete data are excluded from testing.

Main Scenarios for Comparison:
1. The performance of the "buy and hold" strategy formed by your screener.
2. The results of regular rebalancing.

The backtest helps you visually see how effective your screener is as a foundation for your investment strategy and choose the optimal approach to portfolio management.

Synthetic Fixed-Income Securities, Inc. on behalf of STRATS (SM) Trust for Dominion Resources, Inc.

Sign up and get access to the forecasts, "shares 360" and dividend history