Portfolio Testing

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Mechanica is designed from the ground up to allow you to simultaneously test multiple systems across any portfolio (each system trading its own portfolio, if you wish), using any combination of instruments.

nYou can test System 1 on Portfolio A, and simultaneously test System 2 on Portfolio B.
nIf, for example, you want to test System 1 on both futures and stocks, then this is easily accomplished: Set up one portfolio consisting of all the futures you want to trade, and another consisting solely of stocks. Then test System 1 on the futures portfolio. Now, turn Simultest on, and test System 1 on the stock portfolio.


nEven if your systems have you active in two or more multi-contract commodity positions at the same time, along with any number of stock positions in a separate portfolio, accounting is handled just as it is at the futures commission merchant (FCM), or brokerage house. Account equity is marked to the market on the close, as are margin and risk.
nSelect as many years of historical data as you wish for each simulation.
nNumerous reports are available to help you analyze the performance of the combinations you choose (see Analytical Tools for details).