Design & backtest an index
Two paths, one workflow. Build a published factor sleeve, or compose a custom fund from a theme — then define, construct under constraints, backtest, and save. Every solved book is shown with its compliance verdicts, never a weight without its checks.
Evaluation windows
The Portfolio view solves this same signal subject to the limits below — a factor sleeve applies no issuer cap, no industry cap and no liquidity screen, which is why its raw checks fail.
Floor of 15 names at a 5.0% cap.
Objective: Maximum exposure (fast)
NetEqFin · factor sleeve
Name the fund to save its recipe.
Run a backtest to see the growth-of-$1 curve and the per-window Sharpes for this sleeve.
Pick at least one sector.
Factor tilt (optional)
Custom fund
Name the fund to save it.
Compose a theme on the left and Construct to see the resulting book, its compliance verdicts, and weights here.
One tenor is a single-point duration book; picking several blends them into a ladder.
Fixed-income book
Name the fund to save it.
Pick one or more Treasury tenors on the left and build to see the duration book’s growth-of-$1 across history, its headline risk figures, and an optional vol-target / trend / leverage overlay.
Financed — borrows 0.5× at the risk-free rate + a 0.5% spread.
Charged on the borrowed portion over the risk-free rate. Only bites when L > 1.
Return-stack
Name the fund to save it.
Set an equity and a bond weight on the left and build to see the financed blend’s growth-of-$1 across history, its headline risk figures, and an optional vol-target / trend / leverage overlay.