Visualizein heatmap, colored by it vs performance of+20%, with the entry amount ofand monthly investment ofincreasing yearly by, for start years2000–2026
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📚 Strategy Library
⚠ Work in progress. These are my own reimplementations from public write-ups, backtested on synthetic data with a $10k opening balance plus $1,000/month, and zero taxes. Real-world results would be worse: taxes and slippage eat the high-churn ones alive, and every 3× line here still lived through an 80–97% drawdown somewhere. Rough comparisons only — the numbers will change as I fix bugs and add the missing strategies.
Divide entry amount into
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and use remaining 60% to buy
.
That parked cash earns
a year.
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Rebalance
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and grow the target by
.
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In a crash, hold instead of selling once the stock has fallen
below its past
high.
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After a big rally, take profits back down to
stock once gains hit
in one period.
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A buy never spends more than
of your cash.
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Each rebalance trade costs
in fees and slippage.
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The annual interest every cash balance earns. It drives this Invested Compounded baseline (every contribution parked in interest-bearing cash, never bought into stock) and also the idle cash held by the 9sig and SMA strategies.
4.0%
Put of each contribution straight into stock.
Only affects monthly contributions (not the initial amount). At 0%, 9sig holds each contribution as cash until the next rebalance; a higher % buys that share of the fund at that month's price.
Rebalance of the way through each period.
Where within each rebalance period the check happens: 0% = near the start of the period, 100% = near the end. Test how sensitive the strategy is to the exact rebalance day.
Grow each period's target from the .
Example (9% growth): if last period's target was $10,000 but you only held $8,000, the next target is $8,720 (8,000 × 1.09) from the prior holding, or $10,900 (10,000 × 1.09) from the prior target.
Buy
at entry, add each monthly contribution to the position, never sell.
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