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With custom rebalancing, you define historical changes in the model. For example, you applied tactical changes to the model allocation at given dates in the past, and you want Kwanti's simulation to follow these changes.
To apply custom rebalancing to a model portfolio, select Custom rebalancing from the Strategy menu. You are prompted to import a rebalancing history file.
Rebalancing history file
In this file you list the historical weights at each rebalancing date. The file is a CSV (.csv) format:
- First column: date
- Second column: symbol
- Third column: weight
The model inception is 5/07/2017 with a 50% SPY/50% BND allocation. A tactical change is applied on 10/11/2017, using SPY/EFA/BND/$CASH, and another one on 1/16/2018 using SPY/BND/$CASH. The corresponding Excel file is shown below (click to download sample):
Note: the Date format is flexible. You can also use a date format like '07/05/2018'.
Viewing or modifying a strategy
Click on the magnifier icon next to the Strategy box:
The list of strategy allocation changes is displayed. You may click on individual dates to inspect details.
To make changes to an existing strategy:
- Export the strategy
- Edit the file in Excel
- Import the strategy again