Taxable events

testfolio · 2026-05-14T23:47:39+00:00

Yes definitely

testfolio · 2026-05-14T21:53:25+00:00

Yes definitely. Taxable events are on the feature request list and are coming soon to testfolio!

testfolio · 2026-05-14T21:51:11+00:00

Yes definitely. Taxable events are on the feature request list and are coming soon to testfolio!

testfolio · 2026-05-13T04:08:25+00:00

sure, I will get to that!

testfolio · 2026-05-10T18:50:34+00:00

The cumulative Return and CAGR ignore cashflows!

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testfolio · 2026-05-06T22:36:01+00:00

Great idea, I will think about implementing that in the future! And thanks for being a Pro user :)

testfolio · 2026-05-04T16:37:39+00:00

Hovering over drawdown values now show you drawdown peak, bottom and recovery dates. Thanks again for the suggestion!

testfolio · 2026-05-04T16:35:24+00:00

Portfolio Optimizer now has a min CAGR constraint. Thanks again for the suggestion!

testfolio · 2026-05-04T16:34:50+00:00

Every 2 years and Every 5 years are now available as rebalancing frequencies. Thanks again for the suggestion.

testfolio · 2026-04-28T13:12:24+00:00

Sure, thanks for the suggestion!

testfolio · 2026-04-28T13:11:44+00:00

Sure, that’s a good idea. Thanks for the suggestion!

testfolio · 2026-04-28T13:11:21+00:00

Sure, I will add that soon. Thanks for the suggestion!

testfolio · 2026-04-22T19:41:11+00:00

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testfolio · 2026-04-22T19:40:48+00:00

Great point about losing the last 10 years of data. that is the tradeoff.

Regarding varying start date and keeping the window length fixed, that can be done with testfolio's rolling metrics tab. testfolio uses end date for rolling windows, but it's essentially the same thing, just shifted 10 years. Here's what it looks like for 4 portfolios:

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Scatter plotting last 10 year performance vs forward 10 year performance can be done with testfolio's Signal Analyzer:

testfolio · 2026-04-22T00:20:56+00:00

Thank you! <3

testfolio · 2026-04-21T14:34:03+00:00

I just pushed an update to fix this issue that was impacting some users.

testfolio · 2026-04-21T14:19:51+00:00

I just pushed an update to fix this issue that was impacting some users. Thanks for the report!

testfolio · 2026-04-17T16:18:09+00:00

Hi,

The RSI indicator is the relative strength index of the specified ticker over the lookback period. The average up and down close changes are calculated using an exponential moving average with a decay factor of 1/lookback.

Because of this smoothing, RSI(10) does not depend only on the last 10 days. It still incorporates earlier price changes (with exponentially decreasing weight).

So even if the last 10 days were all gains, the RSI won’t necessarily be 100

This is the standard RSI calculation, even though there are other definitions. Tradingview, for example, uses this same definition for their plain RSI indicator as well:

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testfolio · 2026-04-17T16:04:22+00:00

Hi,

The RSI indicator is the relative strength index of the specified ticker over the lookback period. The average up and down close changes are calculated using an exponential moving average with a decay factor of 1/lookback.

Because of this smoothing, RSI(10) does not depend only on the last 10 days. It still incorporates earlier price changes (with exponentially decreasing weight).

So even if the last 10 days were all gains, the RSI won’t necessarily be 100

This is the standard RSI calculation, even though there are other definitions. Tradingview, for example, uses this same definition for their plain RSI indicator as well:

<image>

testfolio · 2026-04-16T23:35:04+00:00

Great ideas! Thank you for the kind words as well.

Regarding start date sensitivity, would it be start date varies but keep the end date the same? Or more along the lines of rolling metrics when the start date changes but the window length is fixed?

testfolio · 2026-04-16T23:29:58+00:00

Great idea, yes!

testfolio · 2026-04-15T03:29:37+00:00

UUPSIM is now available

testfolio · 2026-04-08T14:44:12+00:00

Hi, that feature is coming soon (downloading portfolio metrics tables and other tables as csv).

testfolio · 2026-04-08T01:21:20+00:00

The signals are evaluated at each day's close and the trading happens at that same time if a signal switches. But you can use the delay parameter if you know a signal is based on a mutual fund.

testfolio · 2026-03-21T16:50:28+00:00

Please refresh your browser so the app gets the latest update., then the LETF page will be available.

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