Step 1: Enter the ticker you would like to see rolling returns and rolling volatilty for.
Step 2: Enter the start and end dates for the simulation.
Results show the equity curve and rolling x day returns and rolling x day volatility for the selected fund.
The spreadsheets below can be downloaded showing price return, rolling volatility, rolling returns, and ratio, it can be edited in a spreadsheet software:
Download Rolling Return and Volatility 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.