wf_stitch

Concatenates OOS backtests and safely compounds returns on overlapping dates.

Design, backtest, and analyze portfolio strategies using simple,
English-like function chains. Includes technical indicators, flexible stock
selection, portfolio construction methods (equal weighting, signal weighting,
inverse volatility, hierarchical risk parity), and a compact backtesting
engine for portfolio returns, drawdowns, and summary metrics.

Alberto Pallotta

PortfolioTesteR

Test Investment Strategies with English-Like Code

wf_stitch function

<dl><dt>oos_results</dt>
<dd>List of backtest_result objects, each with $portfolio_values and $dates.</dd>
<dt>initial_value</dt>
<dd>Numeric starting value for the stitched equity curve (default 100000).</dd></dl>

Arguments

Stitch Out-of-Sample Results (overlap-safe) — wf_stitch

<dl>

<dt>oos_results</dt>
<dd>List of backtest_result objects, each with $portfolio_values and $dates.</dd>


<dt>initial_value</dt>
<dd>Numeric starting value for the stitched equity curve (default 100000).</dd>

</dl>

wf_stitch: Stitch Out-of-Sample Results (overlap-safe)

Description

Usage

Value

Arguments