Frequently Asked Questions
Where do you get your data from?
I use a combination of publicly available data and advanced mathematical modelling. Check out how my simulations work in detail
Do you include costs for leverage in your backtests?
Yes, I include costs in my backtests. Check out how my simulations work in detail
What is volatility decay in leveraged ETFs?
Volatility decay is the compounding gap that can develop when a leveraged ETF resets its exposure daily. See the formula, an exact example, and the interactive calculator.
How can you backtest so far back?
I use a combination of publicly available data and advanced mathematical modelling. Check out how my simulations work in detail
How can I request a feature?
I am always looking for ways to improve the website. If you have any suggestions, please contact me.
When do you add new features?
I am working on new features all the time and update the website almost daily.
Can you add another Index?
Currently I rely on the S&P 500 for my backtests, because the data goes back to 1885. Working on such a long timeframe enables me to offer tools and statistics that really stand the test of time.
Others may make you believe that backtesting till 1990, 1980 or even 1970 is enough, but it's not. A great example is The Great Depression, that began in 1929. Check out the backtest.
How is the site funded?
I finance it out of pocket. If you'd like to support me, you can do so via the widget below.
Still got questions left?