The Idea Farm “Excel Quant Backtester” is an Excel file.

It contains an “Input” page, enabling users to manipulate certain variables as you can see below (we include instructions).

You can choose your own inputs, or use those of a number of famous money managers and endowments. We provide the following allocations:

  1. 60/40
  2. Global 60/40
  3. Risk Parity
  4. All Seasons
  5. Permanent
  6. Global Permanent
  7. GMP
  8. GAA
  9. Arnott
  10. Talmud
  11. Marc Faber
  12. Tobias
  13. 7Twelve
  14. Bernstein
  15. Ivy
  16. QTAA 13
  17. El-Erian
  18. Buffett
  19. Swensen
  20. Swedroe
  1. Trinity 34% Trend
  2. Trinity 50% Trend
  3. Endowment w/ Alts
  4. Harvard w/ Alts
  5. Yale w/ Alts
  6. Average Endowment w/ Alts
  7. Rick Ferri’s Lazy Three Fund Portfolio
  8. Rick Ferri’s Lazy Four Fund Portfolio
  9. Bill Schultheis’ Three-fund portfolio
  10. Bill Schultheis’s “Coffeehouse” portfolio
  11. Gibson Four Asset Classes
  12. Gibson Five Asset Classes
  13. Alpha Architect ROBUST
  14. Merriman Ultimate Buy and Hold
  15. Bernstein Coward’s (Smart Money) portfolio
  16. John Wasik Nano Plan
  17. Ted Aronson Family Taxable portfolio
  18. Alexander Green Gone Fishin’ portfolio
  19. Frank Armstrong Ideal Index portfolio

Given your chosen inputs, the Quant Backtester will then produce the results of your allocation. Below are some select tables and charts from a sample allocation.

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