🏭 ROCE Backtest

Two quality-factor strategies: buy stocks whose ROCE exceeds a fixed threshold, or buy stocks whose ROCE has been increasing for consecutive years. Test both approaches with different thresholds, streak lengths, and holding periods against the broader market.

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What it does

Two quality-factor strategies: buy stocks whose ROCE exceeds a fixed threshold and hold for a set period, or buy stocks whose ROCE has been increasing for consecutive years.

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How to use

Select a strategy type (ROCE Threshold or ROCE Increasing) in the sidebar, sort by performance, and pick a specific strategy to explore its results.

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What you get

Interactive equity curve, 8 performance metrics (CAGR, Sharpe, Calmar, Max Drawdown, Win Ratio, and more), a performance heatmap, a comparison table, and CSV downloads.

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Disclaimer: This tool is for educational purposes only. Past performance does not guarantee future results. Not SEBI-registered investment advice.