Strategy Back-testing
The Bloodhound Simulator
The Ultimate Validation Tool
Bloodhound's high-performance simulator combined with an unparalleled 26+ year point-in-time database enables you to validate any investment strategy, so that you can build highly refined lists of ideas.
Key Advantage: Our simulation engine incorporates best practices adopted by the world's leading institutions and experts.
Yearly Detail
26+ Years of Performance Data
Bloodhound's simulation engine validates your strategy against the full history of modern stock trading. See exactly how your strategy would have performed during each of the last 7 corrections and the 3 major historical market crashes of the past 26+ years.
Key Advantage: Rely on the most accurate, transparent, high-performance simulator in the marketplace.
Trade Statistics
In-depth Trade Analysis Over 26+ Years
With Bloodhound there are no "black-boxes", nothing is hidden. We show clear trade detail: number of trades, largest losing trade, average trade, average P&L per trade, and a lot more including all transaction detail such as receipt of dividends.
Key Advantage: View deep descriptive information on your stratey's trading behavior before you invest.
Multi-year Results
Extensive Comparative Performance Data
Want to compare your strategy's performance over periods of 3, 5, 10 or 20 years? Bloodhound displays them benchmarked against any of 16 indices.
Key Advantage: Generate reports over multiple periods to measure returns, risks and other fundamental characteristics of your strategy that drive returns.
Portfolio Trade Detail
Every Stock, Every Trade
Bloodhound displays every stock it bought or sold during each period of its analysis. It also displays how long they were held thus providing complete transparency into your strategy's trading behavior.
Key Advantage: View positions held by portfolio size and reporting period. Learn which positions drove return.
Sector Weighting
Quickly Determine Sector Concentrations
Unintended sector concentrations can increase investment risk. Bloodhound displays not only the sector concentrations in the portfolios that result from simulating your strategy, but which sectors contributed to its gains and which contributed to its losses.
Key Advantage: Gain valuable insight into what may be an unintended sector concentration and how to fix it.
Return Probability
Boost Your Confidence in Your Ideas
Assess the probability of meeting your targe return over multiple investment horizons at various confidence levels.
Key Advantage: Use this chart to view the micro level impact to your portfolio of frequent changes in strategy.
Risk
Clear Risk Assessment
Bloodhound calculates a comprehensive set of risk measures: percentage standard deviation, percentage downside deviation, risk adjusted return, downside adjusted return, probability of return, Sharpe Ratio, Sortino Ratio, Beta, drawdowns, and many more.
Key Advantage: Gain an edge by knowing what risks you'll face prior to implementing your ideas.
