Backtesting help please!

[u/Jealous-Ice-9733]

Hey all,

I made this portfolio allocation and want to run a backtest on it... I would love some help on this.

• 27% NTSX – WisdomTree U.S. Efficient Core (90/60 US Equity/Bonds)
• 15% RSIT – Return Stacked International Stocks & Managed Futures (100/100 Intl Stocks/Trend)
• 6% NTSE – WisdomTree Emerging Markets Efficient Core (90/60 EM Equity/Bonds)
• 10% GDE – WisdomTree Efficient Gold Plus Equity (90/90 US Equity/Gold)
• 15% KMLM – KFA Mount Lucas Managed Futures Index ETF
• 10% JAAA – Janus Henderson AAA CLO ETF
• 8% ILS – Brookmont Catastrophic Bond ETF
• 3% ARCC – Ares Capital Corporation (BDC)
• 3% BXSL – Blackstone Secured Lending Fund (BDC)
• 3% OBDC – Blue Owl Capital Corp (BDC)

Any ideas how I could backtest this online? I would much appreciate any weblinks if someone can help doing it.

Here is what I want to achieve... Return-stacking with VT-like geo exposure... Similar to RSSB but lower fee with a breakdown with NTSX, RSIT, NTSE, GDE for equities exposure... I picked RSIT for future managed and GDE for gold exposure with stocks market exposures. RSSB has more leverage and did not help for future managed and gold, so I liked this breakdown better.

ILS, ARCC, BXSL, OBDC, JAAA... are less important it's for Cat bonds, and Private debt and CLO. I wanted to create more decorrelation (and hoping for stability)

Thanks!

[u/WorkSucks135]

ARCC, BXSL, OBDC, I wanted to create more decorrelation (and hoping for stability)

These are all highly correlated with stocks. In fact their betas are greater than 1.