The S&P Dow Jones data source is now available to use in the Lazy Backtesting IDE.

All manner of interesting investable strategies and asset classes, including volatility and retirement date targeting; Vix contango & backwardation and other quant-style strategies; which you can combine, repurpose and benchmark against.

Other than that, there is an ever growing todo-list, where backtesting falls down, which is documented in every other post.

The strategy posts are mostly an excuse to explore backtesting methodologies and hammer out a small reliable set of analytics which investors can trust.

On the plus side, many people have been in touch asking to prove out strategy results and all have been reconciled.

The big new upcoming feature will be a performance improvement in order to estimate 'Big Oh Sharpe' and solve the day-shifting-sample problem.

Web Assembly cannot come soon enough.