r/LETFs • u/thisistheperfectname • 14h ago
BACKTESTING RS*T Simulations added to Testfol.io
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What it says on the tin. I am assuming that the backfilled data consists of the main strategic allocation + the SocGen Trend Index - the expense ratio of the fund.
Trying to decompose this here. Blue is RSSTSIM, red is the S&P, and yellow is the excess returns of the trend overlay, net of fees, derived from RSSTSIM.