Building Blocks

A MarketHeist portfolio doesn't have to be a fixed mix of funds. You can drop a backtested strategy or another whole portfolio into it as a holding, add a rotation that ranks a set of holdings and rotates into the strongest, and wrap the entire portfolio in a trend-filter overlay. Each of these becomes one line in your allocation and composes with everything else — and it all computes in your browser from real history. No account required.

Use a strategy or another portfolio as a holding

Alongside a plain ticker, an allocation line can be a sleeve — a holding whose returns come from something you built, not a single fund:

• Add Strategies — drop in a strategy from the Backtest tool (for example, "Nasdaq-100 while it's above its 200-day average"). Its equity curve becomes a holding you can weight like any other. Build portfolios of strategies, not just funds.
• Add Portfolio — use a model portfolio (All Weather, Golden Butterfly, …) or one of your own saved portfolios as a single holding — a portfolio of portfolios.

A sleeve's history starts at the sleeve's own start date, and — like every holding — it limits the analysis window if it's the shortest. A sleeve is a snapshot: it freezes the source strategy or portfolio at the moment you add it, so later edits to the original don't change a portfolio that already uses it.

Rotation strategies

Add Rotation builds a holding that ranks a set of holdings and holds only the strongest, refreshing on a schedule — momentum rotation, dual momentum, or sector rotation, with no code. The rotation itself becomes one line in your portfolio.

You configure it in plain language:

• Universe — the holdings to rank against each other. Tickers, and (optionally) strategies or other portfolios.
• Rank by — either Momentum (trailing return over a lookback, e.g. the classic 12-1: last 12 months, skipping the most recent one) or a backtest indicator applied to each member.
• How many to hold — keep the top N by rank each period.
• Weighting of the held names — Equal weight, Proportional to signal strength, Inverse volatility, or By rank. (These mirror the portfolio weighting methods.)
• Refresh — how often it re-ranks and rotates: monthly, quarterly, yearly, or never (pick once and hold).
• Trend gate (optional) — go to cash when a holding's own momentum is weak, so the rotation steps aside in a broad downturn instead of always holding something.

Ranking is look-ahead-safe: at each rebalance the rotation only uses data that was available at the time, so its history isn't flattered by hindsight.

As you build it, a live preview shows the resulting growth curve and — importantly — what the rotation would have held over time, so its logic is visible rather than a black box. You can reopen and edit a rotation from its row in the builder at any time.

Overlays: a trend filter on the whole portfolio

Add Overlay applies a trend filter to your entire portfolio at once: hold the whole book only while it's above its own moving average, and otherwise sit in cash. It's a classic way to sidestep the worst of a sustained downtrend.

• Trend length is set in months, not days — because portfolio analysis is monthly, a 10-month filter is the equivalent of the well-known 200-day one.
• A before / after preview shows your portfolio's maximum drawdown with and without the filter, so you can see the trade-off immediately (a trend filter typically trims the deepest drawdowns at the cost of some upside and a bit of whipsaw).

The overlay sits on top of your allocation. Your headline results — growth, drawdown, CAGR, Sharpe — reflect the filtered portfolio, while your allocation and risk breakdown still describe the underlying holdings (the overlay is a timing wrapper, not a change to what you own). It appears as a labeled item next to the rebalancing setting, where you can edit or remove it any time.

Putting it together

These blocks compose. A single portfolio might hold a few index funds at fixed weights, a rotation sleeve that rotates between regions by momentum, and a strategy sleeve — all wrapped in a trend-filter overlay that steps the whole book to cash in a downtrend. Every piece is weighted, rebalanced, and analyzed together, from the same decades of proxy-extended history described in How It Works.

Ask an AI assistant instead

You can also analyze a portfolio with a trend-filter overlay straight from Claude or another assistant via the MarketHeist connector — for example, "Analyze the All Weather portfolio with a 10-month trend filter and tell me how much it cuts the drawdown." See Connect via AI (MCP).

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Not investment advice

These tools are for education and analysis. Backtested strategies, rotations, and overlays show hypothetical historical results computed from past data, which does not predict future results. MarketHeist does not provide personalized investment advice.