Portfolio Tester

Live intraday signal

Future signal — Live?

Use this signal just before the last close of the month: it shows the portfolio to hold for the month ahead. During the month it stays provisional — it can change until the close. The portfolio is adjusted only once a month.

Pre-marketUniverse: 70/30 Composite — 70% US equities + 30% commoditiesLookback: 1-3-6?Fetched at: 2026-07-29 12:25 UTC
MTD · strategy held
+6.43%
YTD · compounded
+7.55%

Live decision computed from the latest snapshot of each ticker. Pre-market / after-hours quotes are used when available; otherwise the last completed daily close. This is a read-only view — no orders are placed.

Signal?

Live snapshot computed at 2026-07-29

us-style — weight 70%
Decision: IWD — absolute momentum filter : in market
Asset Role? Score?
IWDiShares Russell 1000 Value Risk (top 1) +9.42%
IWFiShares Russell 1000 Growth Risk -2.81%
IWBiShares Russell 1000 Risk +3.28%
SPYSPDR S&P 500 Absolute momentum +3.17%
BILSPDR Bloomberg 1-3 Month T-Bill (cash) Benchmark +0.59%
commodity-sectors — weight 30%
Decision: DBE — absolute momentum filter : in market
Asset Role? Score?
DBEInvesco DB Energy Risk (top 1) +15.50%
GLDSPDR Gold Shares Risk -10.13%
DBAInvesco DB Agriculture Risk +4.11%
DBBInvesco DB Base Metals Risk +1.15%
BILSPDR Bloomberg 1-3 Month T-Bill (cash) Benchmark +0.59%

Target allocation

Position weights aggregated across components. Each component contributes its weight to either its selected risk asset (in-market) or its out-of-market asset (filter failed).

Ticker Weight
DBEInvesco DB Energy 30.0%
IWDiShares Russell 1000 Value 70.0%

Compute my orders

Enter the current notional (the amount in €/$ you hold) per line. The tool computes the buy/sell orders needed to reach the target allocation above. The total to allocate is the sum of your entries — no live price is used.

To be filled at the official closing price — the price the backtest assumes — place Market-On-Close (MOC) orders rather than waiting for the next day. Brokers accept them until about 10 minutes before the close (3:50 p.m. New York time).

Snapshots used

10 ticker(s) snapshotted. source=latest_trade means the live quote (active session); source=daily_bar means the last consolidated daily close (market closed).

Ticker Close Timestamp Source
BILSPDR Bloomberg 1-3 Month T-Bill (cash) 91.64 2026-07-29 12:04 UTC latest_trade
DBAInvesco DB Agriculture 27.84 2026-07-29 00:00 UTC latest_trade
DBBInvesco DB Base Metals 24.59 2026-07-29 00:00 UTC latest_trade
DBCInvesco DB Commodity Index 28.65 2026-07-29 12:07 UTC latest_trade
DBEInvesco DB Energy 29.40 2026-07-29 00:00 UTC latest_trade
GLDSPDR Gold Shares 368.50 2026-07-29 12:23 UTC latest_trade
IWBiShares Russell 1000 405.60 2026-07-29 00:00 UTC latest_trade
IWDiShares Russell 1000 Value 252.08 2026-07-29 12:16 UTC latest_trade
IWFiShares Russell 1000 Growth 116.45 2026-07-29 08:25 UTC latest_trade
SPYSPDR S&P 500 740.20 2026-07-29 12:25 UTC latest_trade