New “Strategy Tools” Feature

There is a new "Strategy Tools" visualization feature under the "Strategies" drop-down menu in the navigation bar at the top of each page. These tools let users explore historical performances of the Simple Asset Class ETF Momentum Strategy (SACEMS) and the Simple Asset Class ETF Value Strategy (SACEVS), as well as several simple benchmark strategies. There are two tools:

1. Growth Simulator (publicly available) This tool charts on a logarithmic scale the hypothetical growth of $10,000 invested in one or more strategies over a user-selected time period. Users can:

• • Toggle strategies on and off to compare: (a) SACEMS Top 1 through equal-weighted (EW) Top 5; (b) SACEVS Best Value and Weighted; and, various benchmarks covered in SACEMS/SACEVS descriptions, including the S&P 500 Index as proxied by SPY, SPY:SMA10, EW All and 60/40 SPY/TLT.
  • Adjust date range via dropdowns or preset buttons (Max, 10Y, 5Y, 3Y).
  • View beneath the chart gross compound annual growth rate (CAGR), maximum drawdown (MaxDD) and terminal value.

2. Portfolio Blender (subscribers only) This tool allows subscribers to backtest custom allocations to one SACEMS variant and one SACEVS variant. Users can:

• • Select specific variants.
  • Set an allocation split (e.g., 60% SACEMS/ 40% SACEVS) using a slider or preset buttons.
  • View blended portfolio CAGR, MaxDD, Sharpe ratio (with zero risk-free rate for simplicity) and terminal value of a $10,000 initial investment.
  • Compare the blended portfolio plotted as a solid line with its two underlying strategy variants shown as dashed lines.

Input data begin in August 2002 for SACEVS and its benchmarks and June 2006 for SACEMS and its benchmarks.

We used Claude in developing these tools. We specified the design, logic and requirements, and Claude generated the underlying code.