skewlab.io
FOR INVESTORS

Wealth management
like an institution.

Build your portfolio. Test it against history. Adapt over time.

20YBACKTEST HISTORY
Multi-asset portfolios
Tens of thousands of global securities
Real-event stress tests
Covid, Lehman 2008, sovereign debt, dot-com
Complete metrics
Sharpe, Sortino, VaR, CVaR, Max DD, beta
Smart rebalancing
Time-based, drift, conditional
Hedging coverage
FX, equity, tail, credit — hedge against the extremes
Integrate your strategies
Trader strategies plug into the portfolio

No code

You build your strategy with an intuitive wizard, without writing a single line of code. You test it on 34 billion candles, refine it and retest until you've validated it — or ruled it out.

No Excel

No spreadsheets to wrangle. Data, backtests, metrics and reports all live inside the platform — already computed, charted and ready to read. No CSV exports, no fragile formulas, no broken cells to chase.

Low learning curve

A gentle learning curve: the interface guides you step by step, with sensible defaults and plain-language explanations at every turn. You're up and running in minutes, not weeks — no quant or finance degree required.

01Investment Portfolios

Strategy
calls a saved strategy
Buy & hold
passive long position on a single symbol
Static allocation
fixed-weight mini-portfolio
Bond holding
bond held to maturity, reinvested coupons

02Portfolio engine

How the portfolio is maintained over time: rebalancing, staged entries, hedges and realistic costs.

Rebalancing
none / daily / weekly / monthly / quarterly / semi-annual / annual
Drift triggers
absolute or relative bands on weights
Conditional triggers
cross-dataset (e.g. VIX > 25 → change allocation), with hysteresis
Staged entry
progressive accumulation on reference drawdowns
Anti-flicker
cooldown of N bars between two rebalances
Hedging
synthetic equity-risk hedge
Cost model
flat or per asset class (commissions + slippage)
Pre-inception proxy
fills missing periods with proxy ETFs
Classification
9 buckets by asset class and sector

03Data universe

One engine, eight asset classes. Daily data on everything, intraday where it counts. Survivorship-free archive even on delisted securities.

US Stocks
price + total return · 5m → 1d · ~10 years
US ETFs
5,000+ · 5m → 1d · ~10 years
European Stocks
Milan, Xetra, Euronext, London, Madrid, Switzerland · 1d · back to the '90s
Delisted US Stocks
survivorship-free · 1h → 1d · since 2001
Crypto spot
major pairs · 1m → 1d · ~10 years
Currencies (FX)
79 pairs · 1m → 1d · ~10 years
Indices
131 · 1m → 1d · ~10 years
Futures
~131 continuous, with Open Interest · 1m → 1d · ~10 years
Bonds
119 ISINs, synthetic price, reinvested coupons · on-demand · from rate curve
Bond ETFs
fixed income ETF universe · 5m → 1d · ~10 years

04Analysis & metrics

Everything you need to understand return, risk and where performance comes from.

Return
total return, CAGR, final equity, monthly and annual matrix
Risk
annualized volatility, Sharpe, Sortino, Calmar, Martin
Tail
VaR 95%, CVaR 95%, downside deviation, Ulcer, skew, kurtosis, distribution
Drawdown
maximum, duration, top-N episodes with recovery times
Rolling
volatility, Sharpe and correlation over a moving window
Correlation
Pearson matrix, average correlation, diversification benefit
Contribution
by component, by asset class, by sector, trade statistics
Benchmark
alpha (t-stat, p-value), beta, tracking error, information ratio, up/down capture

05Stress test & Monte Carlo

Relive real crises and project the future, instead of trusting a single historical scenario.

Historical stress tests
4 crisis windows: dotcom, Lehman, EU sovereign debt, Covid
Monte Carlo (trades)
trade bootstrap, percentiles, worst-drawdown probability
Monte Carlo (forward)
10-year projection, percentile fan, loss probability
Temporal robustness
performance over K segments at fixed parameters
Rebalancing premium
counterfactual comparison: rebalance vs buy-and-hold
Asset allocation
weight aggregation by asset class and sector

06Institutional report

A polished PDF, ready to archive or share — the same backtest, in document form. The exact same content is also available in-app, interactively.

Summary sheet
key KPIs and equity curve
Composition & contribution
complete metrics for each component
Asset allocation
breakdown by class and sector
Rebalances
costs, breakdown by trigger, event log
Equity & drawdown
linear, logarithmic, underwater scales
Returns
annual table, monthly map, rolling stability
Risk
main drawdowns, tail measures, distribution
Benchmark
comparison and relative metrics
Stress test & Monte Carlo
historical crises and projection

07AI analysis

A second pair of eyes on your backtest, in natural language.

Risk insight
reading of the portfolio's risk profile
Holistic analysis
summary, quality score, strengths and weaknesses, recommendations
Strategy review
analysis of a strategy with anti-overfitting caveats
AI POWERED

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