Observed arrival · 2026-10-27
Portfolio Lab’s Russian-Market Backtesting Bench
A Russian-language research workspace for exploring the MOEX index, market breadth, model portfolios, and custom portfolio backtests.
- For
- People researching Russian equities and portfolio strategies
- Worth noticing
- The archive cautions that adjacent monthly changes are not exchange delisting dates, and some historical renames are unconfirmed.
Field notes
The homepage lists 290 catalog instruments, 242 series available for calculations, and 10 synthetic models, with calculations denominated in rubles. Its breadth measure uses historical index constituents against a 200-day moving average, while the archive offers monthly snapshots across years beginning in 1997. The page warns that changes between neighboring snapshots do not establish exchange delisting dates; some historical name changes are also unconfirmed.
Observed signals
Read the marks
Editorial observations of this landing page, not a rating.
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