Analytics

Strategy Backtester

Backtest any screener filter combination against historical NZX data. 6 weighting methods: equal, market-cap, inverse market-cap, Mean-Variance Optimization (MVO), Black-Litterman (broker consensus views), Hierarchical Risk Parity (HRP). Annual rebalancing using financial_metrics + stock_prices. Returns equity curve, period-by-period holdings, risk-adjusted statistics (Sharpe, Sortino, max drawdown), and portfolio optimization results (efficient frontier, optimal weights). Supports price or total return (dividend-adjusted). Benchmark: FNZ ETF (Smartshares NZ Top 50). 7 statistically validated factors (|t|>2.0): P/B ratio, earnings yield, net profit growth, net debt/EBITDA, EV/EBITDA, P/E ratio, net margin.

post/backtest

Request

  • Base URL: https://nzxplorer.co.nz/api/v1
  • URL: https://nzxplorer.co.nz/api/v1/backtest
  • Auth: one of:
    • API key in header X-API-Key
    • API key in query parameter api_key

Request body

filtersobject[] required

Array of {metric, operator, value} filters (same format as screener presets)

startYearinteger

Backtest start year (default: current year - 5, min: 2016)

endYearinteger

Backtest end year (default: current year)

adjustForAnnouncement'true' | 'false'

Delay rebalancing to actual annual results announcement dates, eliminating look-ahead bias (default: false)

Response

Strategy Backtester

dataunknown

Example response

{
  "meta": {
    "api_version": "v1"
  }
}

Changes

No recorded changes to this operation across all 1 revision of this API.