Portfolio Balancer

Trade the Best Portfolios for Better Results.​

The new SELECT Portfolios, created by Portfolio Builder and added to the platform in December 2015 are ushering in a new era of profitable trading in OmnIVest.

The question is, with better Portfolios, is there a way to improve returns even more?  Yes, with the Portfolio Balancer.​

Users can dramatically improve results by simply reviewing the performance of their portfolios on a periodic basis (typically monthly) and "Re-Balancing” an account by removing those with lower recent performance and adding Portfolios with higher recent performances.

This is precisely what Portfolio Balancer does!

Using the Equity Curve Analyzer, described later, Portfolio Balancer swaps Portfolios in an account based on a performance measurement or “Upward slope of the Equity Curve.”

A True Walk Forward Process

In OmniVest, we run BackTest to find Portfolios that worked well over a period of time, and then use those Portfolios into the future.  But they are essentially "static" in that they don't change as time goes on.

Portfolio Balancer (and Wizard) are different.  They continually identify the NEXT Portfolios (or Strategies) to trade based on evaluating the preceding equity curve data.

Since the tools were first released in 2014, we have found this walk forward approach to be very robust, and to hold up over time

Portfolio Balancer

Select from among the Best Portfolios on the Platform and add them to the Balancer.

Portfolio Balancer 2

Specify Switching Interval (Weeks, Months, or Quarters) and which Performance Metrics you want to test (Minimum Draw down, Maximum Return, etc.) Push "Analyze"

Automatically "Balances" Your Portfolios

Equity Curve

Finally, review the results and select the best Evaluation Function to use for Portfolio selection in the future and SAVE to your Account.

That's it!  Portfolio Balancer will continually evaluate all the Portfolios you entered each day to determine which ones to "Switch Into" to achieve a new balance.  you also get a record of the Portfolios chosen right inside the tool,  as shown to to the right.

Once you save a Portfolio Balancer run to an account, everything else is automatic.

OmniVest runs the Strategies in each Portfolio, combines the trades, and presents them to the Trade Processor.  You always know you are trading the BEST Portfolios based on the job Portfolio Balancer is doing for you.

Portfolio Selection