Welcome to the Stock Portfolio Trading Simulation!

An environment for evaluating algorithm-driven model portfolios under controlled, transparent simulated conditions, with six comparing model portfolios of different selection methods and rebalance rules.

What this platform does

We simulate the behavior of different model portfolio algorithms using historical and daily market data.

Not investment advice: Results are illustrative, subject to data limitations and theoretical assumptions.

Purpose of the simulation

The primary goal of this website is to demonstrate how identified model portfolio algorithms perform under simulated conditions. The focus is on understanding algorithm behavior, not on predicting or recommending investments.

Model portfolios here are tools for study and comparison, not actionable trading signals.

Key simulation constraints

1. Price data accuracy

We have observed differences in results when downloading price data from different data sources. Small discrepancies in historical prices can lead to variations in reported performance.

2. Theoretical rebalance timing

Our simulation assumes that portfolios are calculated at the market close and rebalanced at the same time. This is theoretically convenient but not achievable in real-world trading.

Interpreting model performance

An algorithm aims to increase the likelihood of selecting performing stocks, but the daily gain of a model portfolio remains influenced by random factors. Short-term performance can be dominated by noise.

For this reason, model performance should not be evaluated over very short durations. The simulation is more informative over longer horizons and across multiple market conditions.

How the simulation works

1. Data collection

Historical and daily price data are retrieved from external data providers. Differences between providers can lead to small variations in simulated performance.

2. Algorithmic selection

Each model applies a defined rule: machine learning signals, momentum ranking, or random selection from a defined stock universe.

3. Rebalancing

Portfolios are recalculated at scheduled intervals (biweekly or monthly), using end-of-day prices, and rebalanced at the theoretical market close.

Transparency and limitations

This website does not provide investment advice. The simulations are for educational and illustrative purposes only. All performance figures are hypothetical, based on historical data and theoretical assumptions.

Actual investment results may differ materially due to execution costs, slippage, taxes, liquidity constraints, and behavioral factors.

How to use this information

  • Compare how different algorithms behave under the same conditions.
  • Study sensitivity to rebalance frequency and stock selection rules.
  • Avoid drawing strong conclusions from short-term results.