GetInstitutionCloneBacktest
shallowio.github.daniel3303/equibles · Verify this server
Backtest how cloning an institutional filer's reported 13F portfolio would have performed against a market benchmark, either over a trailing window (windowYears) or an explicit fromDate/toDate range. Reconstructs the filer's portfolio at each quarterly 13F snapshot, rebalances on the SEC filing lag, and values each exact listed security on raw closing prices. Returns price return (dividends excluded), CAGR, and max drawdown for the clone and benchmark, plus price-return alpha. Usable captured split ratios restate closes onto one basis; an unusable ratio can exclude that listing's earlier closes.
1 trials · measured 51 days ago
GetInstitutionCloneBacktest scores 100.0/100 on Vouch's measured behaviour index, from 1 real invocation trials against io.github.daniel3303/equibles, measured 31 Aug 2026 under methodology v0.2.0. Every measured component scored 100.
Component breakdown
| Component | Weight | Value |
|---|---|---|
| Reliability | 35% | not applicable |
| Schema integrity | 25% | 100.0 |
| Failure behaviour | 15% | not applicable |
| Latency | 15% | not applicable |
| Concurrency | 10% | not applicable |
Tool details
- Transport
- remote
- Credential class
- self-provisionable
- Category
- Communication
- Input schema
- not declared
- Output schema
- not declared
- Side-effect classification
- unclassified
Score history
| Day | Score | Tier | Methodology |
|---|---|---|---|
| 2026-08-31 | 100.0 | shallow | v0.2.0 |
Probe evidence
| Probe | Outcomes |
|---|---|
| schema_integrity | pass: 1 |
Raw request/response logs are not archived yet — the outcome counts above are drawn directly from every recorded trial.
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