Build a Custom Meta report
Choose a candidate universe and evaluate the unchanged Original Meta walk-forward algorithm. Leave Strategy IDs blank to consider every available strategy. This is a hypothetical research configuration and has no Allocate Smartly benchmark.
Private by default: evaluation runs in a background worker in this browser over a versioned, integrity-checked return dataset. Your configuration is not sent to an evaluator service. Optional account sign-in only synchronizes names and configurations when you explicitly confirm a merge.
Enter a configuration. Editing does not automatically save or run it.
Evaluation
Current constituents
My Custom Meta strategies
This browser-local list keeps each evaluated report's canonical snapshot identity. Loading restores its exact configuration; rename never changes identity. Duplicate snapshots are not added. Export a backup before clearing browser storage.
- No personalized strategies saved.
Optional account sync
Local storage remains primary until you sign in and explicitly confirm a merge. The preview never overwrites either copy. Matching identities with different names are reported as conflicts and keep the local name.
Account sync is available but off. Your browser data has not been sent.
How filtering and optimization work
An allowlist retains only strategies whose complete possible tradable-asset set is contained in it. An exclusion removes any strategy that may trade that asset, even if it does not hold it today. CASH is treated as an asset.
The browser worker uses the site's canonical, precomputed monthly strategy returns, aligns their common history, tests the requested equal-weight combinations on the training period, and assembles the report locally. An optional drawdown ceiling is enforced there. Objective ties choose the alphabetically first set. The final 36 common months are held out until after selection; evaluation metrics are evidence, not a promise of future performance.
The downloadable JSON records the input revision, catalog revision, engine versions, canonical configuration, and universe snapshot needed to reproduce the calculation. Historical constituent allocations are placeholders where the source return import did not include observed holdings.