{"id":105,"date":"2026-09-24T17:51:47","date_gmt":"2026-09-24T15:51:47","guid":{"rendered":"https:\/\/randomharvester.com\/?page_id=105"},"modified":"2026-09-24T17:51:47","modified_gmt":"2026-09-24T15:51:47","slug":"test-your-portfolio","status":"publish","type":"page","link":"https:\/\/randomharvester.com\/","title":{"rendered":"Test your portfolio"},"content":{"rendered":"    <div class=\"rh-preview\" lang=\"en\" data-rh-ticker-error=\"Please enter 5 to 10 different tickers.\" data-rh-date-error=\"The start date must be before the end date.\">\n      <section class=\"rh-hero\" id=\"top\">\n        <div class=\"rh-hero-copy\">\n          <div class=\"rh-kicker\"><img decoding=\"async\" src=\"https:\/\/randomharvester.com\/wp-content\/plugins\/random-harvester-preview\/assets\/phase-mark.svg\" alt=\"\" \/> RANDOM HARVESTER<\/div>\n          <nav class=\"rh-languages\" aria-label=\"Language\">\n                          <a href=\"https:\/\/randomharvester.com\/?lang=en\" hreflang=\"en\" lang=\"en\" aria-current=\"page\">English<\/a>\n                          <a href=\"https:\/\/randomharvester.com\/?lang=fr\" hreflang=\"fr\" lang=\"fr\" >Fran\u00e7ais<\/a>\n                          <a href=\"https:\/\/randomharvester.com\/?lang=nl\" hreflang=\"nl\" lang=\"nl\" >Nederlands<\/a>\n                      <\/nav>\n          <p class=\"rh-eyebrow rh-investor-question\">\u201cI\u2019ve held that portfolio for five years now; has it performed better or worse than what Random Harvester makes of it?\u201d<\/p>\n          <h1>See how Random Harvester would have handled your assets<span>.<\/span><\/h1>\n          <p class=\"rh-intro\">Choose the stocks or ETFs you want to examine. See how a rules-based historical simulation would have traded them, what happened to gains moved out of the trading account, and how total wealth compared with holding your assets.<\/p>\n          <div class=\"rh-actions\"><a class=\"rh-button rh-primary\" href=\"#request\">Tell us what you would test<\/a><a class=\"rh-button rh-outline\" href=\"https:\/\/randomharvester.com\/?rh_resource=example-package\">Download example package <span aria-hidden=\"true\">\u2193<\/span><\/a><\/div>\n          <p class=\"rh-hero-note\">Research preview \u00b7 No payment today \u00b7 No live trading<\/p>\n        <\/div>\n        <div class=\"rh-hero-card\" aria-label=\"Illustration of a portfolio report\">\n          <div class=\"rh-card-top\"><span>HOW THE REPORT READS WEALTH<\/span><span>HISTORICAL SIMULATION<\/span><\/div>\n          <div class=\"rh-wealth-parts\"><div><span>Investment<\/span><p>Cash and holdings remaining inside the simulated trading account.<\/p><\/div><span class=\"rh-wealth-sign\" aria-hidden=\"true\">+<\/span><div><span>Banked gains<\/span><p>Gains moved outside the simulated trading account.<\/p><\/div><span class=\"rh-wealth-sign\" aria-hidden=\"true\">=<\/span><div class=\"rh-wealth-total\"><span>Total investor wealth<\/span><p>The two amounts together, compared with alternatives.<\/p><\/div><\/div>\n        <\/div>\n      <\/section>\n      <section class=\"rh-process\"><div class=\"rh-process-heading\"><p class=\"rh-eyebrow\">How it works<\/p><h2>Start with your own selection.<\/h2><\/div><div class=\"rh-steps\"><div><b>01<\/b><h3>Choose assets<\/h3><p>Enter 5 to 10 stock or ETF tickers and one total starting amount. The amount is divided equally across the selected assets.<\/p><\/div><div><b>02<\/b><h3>Choose a period<\/h3><p>Select the current year, the last five years, or your own historical dates.<\/p><\/div><div><b>03<\/b><h3>Inspect the method<\/h3><p>Open the free report example to see the charts, comparisons, assumptions, and limitations a full report can contain. Download the technical appendix to inspect the underlying machinery.<\/p><\/div><\/div><\/section>\n      <section class=\"rh-questions\"><div class=\"rh-process-heading\"><p class=\"rh-eyebrow\">What a report can answer<\/p><h2>Understand the journey, not just the final number.<\/h2><p>The report is designed to show where the approach helped, where it struggled, and how much capital remained exposed.<\/p><\/div><div class=\"rh-question-grid\"><div><b>01<\/b><h3>What kind of analysis is this?<\/h3><p>The Random Harvester detector generates signals through statistical estimation. Rather than predicting future asset prices, the goal is to detect when the market itself becomes predictable.<\/p><p>From the first observation to the last, the simulation runs without human intervention: every simulated buy, sale, and decision to remain in cash follows automatically from the same fixed rules.<\/p><\/div><div><b>02<\/b><h3>What kind of analysis is this not?<\/h3><p>Random Harvester is not a form of technical analysis that applies pattern-recognition heuristics to price charts. It does not take into account political, economic, or other real-world events.<\/p><\/div><div><b>03<\/b><h3>When would the rules have traded?<\/h3><p>Review simulated entries, exits, and time outside the market for your chosen assets.<\/p><\/div><div><b>04<\/b><h3>What did banking gains change?<\/h3><p>Compare total investor wealth with and without profit skimming under the same trading rules. Either outcome can finish ahead.<\/p><\/div><div><b>05<\/b><h3>Which assets drove the outcome?<\/h3><p>See results per asset, including losses and periods of difficult trading.<\/p><\/div><div><b>06<\/b><h3>How did alternatives fare?<\/h3><p>Compare with passive holding of your assets and relevant benchmarks using return and risk measures.<\/p><\/div><\/div><\/section>\n      <section class=\"rh-discipline\"><div class=\"rh-process-heading\"><p class=\"rh-eyebrow\">Backtesting discipline<\/p><h2>How we address common backtesting pitfalls.<\/h2><p>A historical simulation is only useful when its assumptions and limitations are visible. Random Harvester is designed to reduce four common sources of misleading results.<\/p><\/div><div class=\"rh-discipline-grid\"><article><span>01<\/span><p class=\"rh-pitfall\">The pitfall<\/p><h3>Parameter overfitting<\/h3><p>Trying enough parameter combinations can produce a persuasive result by chance.<\/p><p class=\"rh-response\">Random Harvester's response<\/p><p>Random Harvester uses a fixed configuration that is not adapted to the assets or periods being examined. This avoids parameter searches within a test, but historical evidence alone cannot establish future performance; persistence must be assessed through live forward testing.<\/p><\/article><article><span>02<\/span><p class=\"rh-pitfall\">The pitfall<\/p><h3>Regime dependence<\/h3><p>A strategy tested over one short or favourable period may only fit that market.<\/p><p class=\"rh-response\">Random Harvester's response<\/p><p>The same configuration is examined across distinct regimes, including the 2007-09 systemic crisis, the 2020 crash, the 2022 bear market, and calmer recovery periods. Results reported by era, including failures, are available.<\/p><\/article><article><span>03<\/span><p class=\"rh-pitfall\">The pitfall<\/p><h3>Unrealistic execution and costs<\/h3><p>Backtests can assume instant fills at known prices and omit trading frictions.<\/p><p class=\"rh-response\">Random Harvester's response<\/p><p>A decision made at time t is scheduled for the next available trading bar. The simulation applies configured broker fees and transaction taxes to trades and accounts separately for capital-gains tax on banked profit. It does not model live slippage or liquidity effects.<\/p><\/article><article><span>04<\/span><p class=\"rh-pitfall\">The pitfall<\/p><h3>Look-ahead bias<\/h3><p>Future observations can leak into a signal through centred averages, revised indicators, or other retrospective calculations.<\/p><p class=\"rh-response\">Random Harvester's response<\/p><p>Within the prepared price series, the detector processes observations from left to right. A decision at time t uses only information available through time t; it does not use future bars, centred averages, or rewrite earlier signals. Vendor-adjusted histories can still be revised after corporate actions.<\/p><\/article><\/div><\/section>\n      <section class=\"rh-sample\"><div><p class=\"rh-eyebrow\">Free example<\/p><h2>See the report before you decide.<\/h2><p>The example follows five European assets over one year and shows historical simulations, banked gains, asset analysis, and benchmark comparisons. It is supplied as a concise customer report with a separate execution ledger containing the detailed trade record.<\/p><p>Random Harvester tests each asset using its own historical price data. It looks for sustained trends and checks their consistency before simulating trades. Results for individual assets show whether a portfolio outcome depends on just a few holdings.<\/p><p>After a profitable sale, the simulation can move part of the gain out of the trading account as <strong>banked profit<\/strong>. It is still part of total investor wealth, but it is no longer exposed to later trades in the strategy. With less capital available for those trades, banking can help or hurt the final result depending on what happens next.<\/p><div class=\"rh-sample-links\"><a class=\"rh-text-link\" href=\"https:\/\/randomharvester.com\/?rh_resource=example-package\">Download the report and ledger <span aria-hidden=\"true\">\u2193<\/span><\/a><\/div><\/div><div class=\"rh-sample-panel\"><span>EU PORTFOLIO \u00b7 EXAMPLE<\/span><strong>Historical results.<br\/>Clear assumptions.<\/strong><p>8-page customer report<br\/>3-page execution ledger<br\/>Simulated results \u00b7 October 2026<\/p><\/div><\/section>\n      <section class=\"rh-request-section\" id=\"request\"><div class=\"rh-request-intro\"><p class=\"rh-eyebrow\">Interest survey<\/p><h2>Which portfolio would you test?<\/h2><p>Tell us which assets you would examine and what you most want to understand: trading decisions, banked gains, asset-level outcomes, or benchmark comparisons. We are gathering requests to shape the service. Submitting this form does not place an order or produce a report.<\/p><p class=\"rh-small\">We will use your email only to follow up about this request. Please read our <a href=\"https:\/\/randomharvester.com\/?page_id=108\">privacy policy<\/a>.<\/p><\/div>\n        <div class=\"rh-form-shell\">\n                              <form method=\"post\" action=\"https:\/\/randomharvester.com\/wp-admin\/admin-post.php\" class=\"rh-form\">\n            <input type=\"hidden\" name=\"action\" value=\"rh_preview_submit\" \/>\n            <input type=\"hidden\" name=\"rh_return\" value=\"https:\/\/randomharvester.com\/?lang=en\" \/>\n            <input type=\"hidden\" id=\"rh_nonce\" name=\"rh_nonce\" value=\"49d7ad5466\" \/><input type=\"hidden\" name=\"_wp_http_referer\" value=\"\/index.php?rest_route=%2Fwp%2Fv2%2Fpages%2F105\" \/>            <div class=\"rh-trap\" aria-hidden=\"true\"><label>Leave this field empty <input name=\"rh_website\" tabindex=\"-1\" autocomplete=\"off\" \/><\/label><\/div>\n            <div class=\"rh-form-title\"><span>01<\/span><h3>Your assets<\/h3><\/div><p class=\"rh-field-help\">Use exchange suffixes where needed, for example ASML.AS or SAP.DE. Enter 5 required tickers; add up to 5 more.<\/p>\n            <div class=\"rh-ticker-grid\"><label class=\"rh-ticker\"><span>01<\/span><input type=\"text\" name=\"rh_tickers[]\" maxlength=\"24\" placeholder=\"Ticker\" required autocomplete=\"off\" \/><\/label><label class=\"rh-ticker\"><span>02<\/span><input type=\"text\" name=\"rh_tickers[]\" maxlength=\"24\" placeholder=\"Ticker\" required autocomplete=\"off\" \/><\/label><label class=\"rh-ticker\"><span>03<\/span><input type=\"text\" name=\"rh_tickers[]\" maxlength=\"24\" placeholder=\"Ticker\" required autocomplete=\"off\" \/><\/label><label class=\"rh-ticker\"><span>04<\/span><input type=\"text\" name=\"rh_tickers[]\" maxlength=\"24\" placeholder=\"Ticker\" required autocomplete=\"off\" \/><\/label><label class=\"rh-ticker\"><span>05<\/span><input type=\"text\" name=\"rh_tickers[]\" maxlength=\"24\" placeholder=\"Ticker\" required autocomplete=\"off\" \/><\/label><label class=\"rh-ticker\"><span>06<\/span><input type=\"text\" name=\"rh_tickers[]\" maxlength=\"24\" placeholder=\"Ticker\"  autocomplete=\"off\" \/><\/label><label class=\"rh-ticker\"><span>07<\/span><input type=\"text\" name=\"rh_tickers[]\" maxlength=\"24\" placeholder=\"Ticker\"  autocomplete=\"off\" \/><\/label><label class=\"rh-ticker\"><span>08<\/span><input type=\"text\" name=\"rh_tickers[]\" maxlength=\"24\" placeholder=\"Ticker\"  autocomplete=\"off\" \/><\/label><label class=\"rh-ticker\"><span>09<\/span><input type=\"text\" name=\"rh_tickers[]\" maxlength=\"24\" placeholder=\"Ticker\"  autocomplete=\"off\" \/><\/label><label class=\"rh-ticker\"><span>10<\/span><input type=\"text\" name=\"rh_tickers[]\" maxlength=\"24\" placeholder=\"Ticker\"  autocomplete=\"off\" \/><\/label><\/div>\n            <div class=\"rh-form-title\"><span>02<\/span><h3>Starting amount<\/h3><\/div><div class=\"rh-amount-row\"><label>Initial investment <input type=\"number\" name=\"rh_amount\" min=\"1\" max=\"1000000000\" step=\"0.01\" required placeholder=\"e.g. 10000\" \/><\/label><label>Currency <select name=\"rh_currency\"><option value=\"EUR\">EUR (\u20ac)<\/option><option value=\"USD\">USD ($)<\/option><\/select><\/label><\/div><p class=\"rh-field-help\">For the total portfolio, allocated equally across its assets.<\/p>\n            <div class=\"rh-form-title\"><span>03<\/span><h3>Backtest period<\/h3><\/div><fieldset class=\"rh-period\"><legend>Choose a period<\/legend><label><input type=\"radio\" name=\"rh_period\" value=\"year\" checked \/> Current year<\/label><label><input type=\"radio\" name=\"rh_period\" value=\"five\" \/> Last 5 years<\/label><label><input type=\"radio\" name=\"rh_period\" value=\"custom\" \/> Specific dates<\/label><\/fieldset><div class=\"rh-date-row\" id=\"rh-custom-dates\" hidden><label>From <input type=\"date\" name=\"rh_start\" \/><\/label><label>To <input type=\"date\" name=\"rh_end\" \/><\/label><\/div>\n            <div class=\"rh-form-title\"><span>04<\/span><h3>Stay in touch<\/h3><\/div><label class=\"rh-email\">Email address <input type=\"email\" name=\"rh_email\" required autocomplete=\"email\" placeholder=\"you@example.com\" \/><\/label><label class=\"rh-consent\"><input type=\"checkbox\" name=\"rh_consent\" value=\"1\" required \/><span>I agree to be contacted about this request. I understand no report is being ordered or paid for.<\/span><\/label><button type=\"submit\" class=\"rh-button rh-primary rh-submit\">Submit portfolio request <span aria-hidden=\"true\">\u2192<\/span><\/button><p class=\"rh-field-help\">No payment details are collected.<\/p>\n          <\/form>\n                  <\/div>\n      <\/section>\n      <section class=\"rh-appendix\"><div><p class=\"rh-eyebrow\">Technical appendix<\/p><h2>System and causality<\/h2><p>Random Harvester is a causal, single-pass phase detector and long-only trading simulator. It processes observations from left to right: a calculation at time t uses only information available through t, never data from t+1 or later. It does not forecast the next price. Instead, it tests whether recent log-price behaviour is sufficiently trend-like to treat the current phase as predictable, and withdraws when that statistical fit breaks down.<\/p><\/div><a class=\"rh-button rh-appendix-button\" href=\"https:\/\/randomharvester.com\/?rh_resource=technical-appendix\">Download the technical appendix <span aria-hidden=\"true\">\u2193<\/span><\/a><\/section>\n      <section class=\"rh-caveat\"><h2>A clear view of the limits.<\/h2><p>Random Harvester tests historical data with a causal, long-only simulation and compares results with reference strategies. Backtests depend on the chosen assets, data, assumptions, and market conditions. The current results are in-sample: parameters were calibrated with knowledge of the evaluation data. Past simulated results do not predict future returns. This service does not execute trades or provide personal investment advice.<\/p><\/section>\n      <footer class=\"rh-footer\"><span>\u00a9 2026 Random Harvester<sup class=\"rh-mark\">&reg;<\/sup><\/span><span class=\"rh-monitoring-note\">Anonymous page and download counts are collected without cookies or IP-address storage.<\/span><span><a href=\"https:\/\/randomharvester.com\/?page_id=108\">Privacy policy<\/a> \u00b7 <a href=\"mailto:eric.van.horenbeeck@randomharvester.com\">Contact<\/a><\/span><\/footer>\n    <\/div>\n    \n","protected":false},"excerpt":{"rendered":"","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-105","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/randomharvester.com\/index.php?rest_route=\/wp\/v2\/pages\/105","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/randomharvester.com\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/randomharvester.com\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/randomharvester.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/randomharvester.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=105"}],"version-history":[{"count":1,"href":"https:\/\/randomharvester.com\/index.php?rest_route=\/wp\/v2\/pages\/105\/revisions"}],"predecessor-version":[{"id":106,"href":"https:\/\/randomharvester.com\/index.php?rest_route=\/wp\/v2\/pages\/105\/revisions\/106"}],"wp:attachment":[{"href":"https:\/\/randomharvester.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=105"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}