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Custom Backtest Engine

Design quantitative strategies by allocating custom factor weights, instantly backtesting across the Vietnamese market.

Strategy Guide

Trọng số Nhân tố (Weights): Decides metric priority. e.g., Weight EM = 1 means maximizing priority for clean accounting firms.

Top Quintile (Q1): The 20% of stocks with the highest composite score. This group is simulated as "Long".

Long-Short Spread: Profit difference between top and bottom quintiles. Positive spread proves factor efficacy.

Earnings Quality (EM)1.00

Profitability (ROA)1.00

Value (P/B)1.00

Size (SMB)0.00

Momentum0.00

Strategy

118.2%

Market

181.8%

Year	Top Q1 (Long)	Market	Bottom Q5 (Short)	Long-Short Spread
2019	25.08%	27.06%	32.39%	-7.31%
2020	40.32%	80.21%	134.81%	-94.49%
2021	-20.17%	-21.63%	-3.76%	-16.41%
2022	14.95%	15.21%	20.88%	-5.93%
2023	22.10%	15.37%	18.42%	3.69%
2024	8.43%	14.21%	32.36%	-23.93%
2025	2.34%	3.44%	6.33%	-3.99%