Zipfolio

Backtest tearsheets that read the book, not just the returns.

The first page below is a real Zipfolio report, built by zipfolio.build_tearsheet from a ziplime backtest. Every chart is live: hover it, zoom it, hide a series, open it full screen, save it as an image.

US momentum rotation Top 3 of 10 US large caps, monthly, Oct 2023 – Oct 2026, $1m against SPY. All 17 sections. Open the report → The same US backtest in QuantStats QuantStats 0.0.86 on the same daily returns, to compare what each one shows. Open the report →

The summary of the US momentum report: a one-line verdict, the facts at a glance and a 16-check scorecard

pip install "zipfolio[all]" · github.com/Limex-com/zipfolio · Apache-2.0 · part of ZipLime