Step 1: Enter the tickers you would like to see the ratio and correlation of, first the numerator then the denominator.
Step 2: Select how many trading days you would like to see the rolling correlation calculated over.
Step 3: Enter the start and end dates for the simulation and press the 'Run Backtest' button.
Results show the ratio on the top chart, correlation on the middle chart, and the ticker's returns on the bottom [log scale] based chart.
Ratio Ouptut Chart = Numerator Ticker divided by Denominator Ticker
The spreadsheet below is a day by day spreadsheet of the ratio value alongside the stock ticker equity growth, it can be edited and viewed in Excel but not uploaded to any of our combine tools.
Daily Ratio Spreadsheet
A HTML Report can be downloaded below with settings and equity curve information, please save file to drive before opening. This file may be shared with others or saved to your computer for future reference.
Download HTML Report
RotationInvest.com is not a registered investment advisor and does not provide professional financial or investment advice.
RotationInvest.com is a tool that produces trade signals and backtesting results according to the set of funds and rules provided for analysis. Any strategies shown including but not limited to the prebuilt strategies are only used to highlight what is possible using these tools. Results from any of RotationInvest.com or PortfolioBuilderInvest.com tool or website may not be accurate, and cannot be guaranteed to be accurate or correct.