Backtest & Strategy Lab

⚙️ Portfolio Optimization Setup

Data Source

Lookback Period

Maximize Sharpe Ratio Minimize Volatility Equal Weight

Max Weight per Asset (%)

Min Weight per Asset (%) (Dust filter)

Top N Tickers (0 = All)

Risk Free Rate (%)

Expected Return

Volatility

Sharpe Ratio

Assets Used

Ticker	Weight	Contribution