Hi, very interesting tool. Thanks for sharing.
While playing with it, I see some weights that are confusing. In some portfolios I see weights that are > 1 as well as some that are -ve (and I have long only portfolios) - so not sure how to interpret this (does >1 mean use leverage?
I haven't read the blogs in detail yet, but are these portfolio weights static (ie equivalent to buy and hold in these ratios)? Is there anything like recomputing weights periodically and rebalancing the portfolio?