Changelog
What shipped on BestFolio, day by day. Hand-written after each meaningful production deploy. No marketing fluff and no auto-generated commit dumps; only the changes a Pro or free user might actually notice.
May 2026
- Improvement
CAGR and turnover now on every strategy card
- The catalog shows annualized CAGR and yearly turnover percentage in one glance per strategy, so you can scan trading frequency without clicking in. Holdings-heavy strategies like Composite Momentum sit near 260%/yr, while Golden Butterfly and All Weather stay around 1-2%/yr.
- Turnover matters most if you trade on a thin exchange. Market orders on lightly-traded UCITS ETFs (XETRA small caps, for example) can bleed on the spread, and turnover is a cheap proxy for how much of that drag accumulates over a year.
- Detail-page Summary Statistics now explicitly says these metrics are pre-tax, with a link to the methodology page covering how taxes are handled separately (US Tax Impact panel, TBSZ analysis for Hungarian users).
- Data
More backtests reach further back for big workhorse ETFs
- VTI (total US market), QQQ (Nasdaq-100), the short-treasury cash sleeve (BIL, SHY), and the small-cap value family (AVUV, IWN, IJS, VIOV, VBR) all gain additional pre-listing history from a vetted monthly dataset.
- Any strategy that touches one of these tickers now has more years of backtest to compare against.
- Fix
Synthetic leverage curves now start at the right date
- Leveraged variants built on top of FRED interest-rate data (the SmartLeverage family) were silently truncating to the FRED Fed Funds start date. The curve now extends back as far as the underlying asset's history allows.
- Feature
Spread your monthly rebalance across multiple days
- Open any portfolio, expand the Tranching section, and pick 3, 5, or 10 days. Instead of one big trade on the first of the month, you'll get one alert per business day with the exact slice to trade that day.
- Each alert lists per-ticker amounts (BUY 4% TLT, SELL 3% GLDM, and so on) by Telegram and email, so you can execute without re-reading the main monthly email.
- Pro feature. Long-run total return barely moves compared to a single-day rebalance, but month-to-month NAV swings are noticeably smaller because no single day's prices dominate your entries.
- Feature
Equity leverage on walk-forward portfolios (on-demand)
- Walk-forward portfolios can run with a target leverage from 1.00 to 2.00 by substituting 2x or 3x ETFs at each rebalance. The unlevered version stays side-by-side so you can compare. A new sweep chart shows how CAGR and drawdown change across the leverage range, with the Calmar-optimal point marked.
- Activated on demand because it's a sharp instrument and we want to walk through the risk model with each user before turning it on. Use the in-app feedback button to request access.
- Feature
Annual returns matrix on Compare and Performance
- Compare variants or portfolios year-by-year in one table: rows are assets, columns are years, each cell is the total return. Best and worst per row are highlighted.
- Data
Older backtests now go back decades further
- Japan equities (EWJ) backtest from 1965 via Nikkei history. Emerging markets (VWO/EEM) and aggregate bonds (AGG/BND) gain extra pre-listing history too.
- Strategies that touch these sleeves now have meaningfully longer history to backtest against.
- Improvement
Per-asset contribution respects your selected window
- On the Allocations tab, the per-asset contribution numbers now match the time window you've selected (instead of always showing the full history).
- Improvement
UCITS toggle on the Asset Universe card
- European investors can flip a single switch on any strategy page to see the asset universe in UCITS tickers instead of US tickers.
- Feature
Monte Carlo simulation on strategy pages
- Block-bootstrap simulation runs on each strategy page so you can see a distribution of plausible future paths (not a single guarantee, but a realistic spread).
- Feature
Time-in-asset and contribution cards on strategy pages
- Two new cards on the Allocations tab. Time-in-asset shows how often each strategy held each asset; Contribution shows which assets actually drove the returns.
- Improvement
Related-strategies links on strategy pages
- Every strategy detail page now suggests a handful of related strategies at the bottom, so you can jump between similar approaches without going back to the list.
- Feature
Portfolio drift alerts
- Set a drift threshold in your portfolio settings. BestFolio sends a daily email and Telegram alert on any day a sleeve drifts past the threshold (with dollar amounts based on the holdings you entered).