"Optimize" Portfolio Ratios (in Beta Testing)

This Calculation performs a retrospective analysis - it identifies what would have worked best “historically”. It does NOT predict future performance. This is merely a mathematical tool to analyse past history and IS NOT financial advice. It does not account for sector diversification needs (among other things).

It attempts to maximize the Sortino Ratio, Sharpe Ratio or Kappa Ratio, OR minimize Conditional VaR - whichever metric you select- while ensuring that no single ticker exceeds the Maximum Percentage constraint or goes below the Minimum Percentage constraint.
(pls note that Minimum Percentage can be negative implying a short position)

Maximum number of ticker symbols in a Portfolio is limited to 50

Steps
1. Set Default Options
- Default Ticker: Used if your portfolio includes tickers with missing data (e.g., use an ETF like SPY).
- Compare Ticker: Used as a benchmark for performance comparison.

2. Load Your Portfolio
- Click Choose File to upload a CSV. (Wait till its filename shows to right of 'Choose File'). File must contain one of:
- 'Symbol', 'Current Value' and 'Total Gain/Loss Dollar' (e.g., like Fidelity Positions CSV download ),
- OR just 'ticker' and 'amount'
(Column names are case-sensitive; extra columns are ignored)
- Then click 'Show & Edit CSV'.
Excel & CSV data must start in cell A1
- ALTERNATIVELY , manually enter tickers and weights - percentages, NOT ACTUAL dollar VALUES- (weights in Current column), and specify the Total Value in the entry field above. weights must add up to 100.

3. Select Tickers to Optimize
- In the Optimize column, enter `1` for each ticker to be adjusted.
- You must select at least two tickers.
- You can add new tickers at the bottom and set their optimize value to `1`.
- Ensure that current weights sum to 100.

4. Run the Optimizer
- Click 'Optimize Selected' to view the optimized portfolio and performance chart.
- If nothing changes, try selecting more tickers (more `1`s), or shortening the optimization period.

ALTERNATIVELY You can 'Optimize All' for the Optimizer to change all weights (not recommended if you want to control diversification)
If you go back to manually adjust the optimize column, you may edit each cell, or reload the csv file.

You can refine results by editing weights and re-running the optimizer.

Other Features
- 'Move Optimized to Current': Swaps current and proposed portfolios - useful for advanced analysis.
- 'Save to Excel': Exports the proposed portfolio to an Excel file with three tabs. You can later reload the first tab as a CSV.
- Backtest “years range” feature: Enter a year range like `3–6` to optimize from 6 years ago to 3 years ago - enables custom backtesting.