Rebalancing basket backtester
- Hold a basket at target weights and rebalance on a schedule — daily, weekly, monthly, or a drift threshold. Test whether harvesting volatility beats buying & holding the same names, or the index.
- Every run compares the rebalanced basket, the same basket bought & held, and your benchmarks, and reports the rebalancing premium, turnover, and cost drag.
- Data-driven baskets — auto-select the top-N highest realized-volatility names as of the start date (point-in-time), or list your own tickers.
- Schedule sweep — compare all rebalance frequencies in one run.
- Available in all three surfaces: a new Rebalance tab in the dashboard, a
rebalance:YAML config, and the Python API. Included in the Starter tier.