run_portfolio_backtest
Backtest a rebalanced, multi-ticker, long-only quant portfolio. Fetches daily history for every ticker over range, then runs a walk-forward simulation: at each period-end rebalance the chosen signal (jt_momentum, mean_reversion, rsi_filtered_momentum, trend_quality) scores each name using only data up to that date, and method turns those scores into long-only weights. Returns gross and net (after cost) performance. rebalance is M (monthly) or Q (quarterly); cost_bps is round-trip cost on turnover; benchmark drives the hit-rate metric and (with crash_filter) a regime filter holding cash when the benchmark trailing-12m return is negative. Returns the standard envelope; values holds equity_curve, rebalances, metrics, holdings and the echoed parameters. (paid: $0.0100/call)
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| range | No | ||
| top_n | No | ||
| method | No | ||
| signal | No | ||
| tickers | Yes | ||
| cost_bps | No | ||
| benchmark | No | ||
| rebalance | No | ||
| crash_filter | No |