Some authors are irritating such as Stein, more here, they keep throwing people all kind of new "investing" strategies and different ideas after their last ideas stopped working. I feel such authors are either damn lazy, too proud, too arrogant, trying-to-be-mock-smart or trying-to-fool-newbies. I have tried this with some people and offered some of their writings -- and it is hilarious how easy it is fool people! So I am looking for some easy way to do back-testing. I feel back-testing is important part for credibility.
For example, let's take Stratton's posting (source here):
Tangent Tangent Tangent
Asset Class Ticker 20 25 33
==============================================================
BONDS
Treasury IEI 30 % 25 % 21 %
Inflation TIP 30 25 21
Foreign BWX 20 10 3
--------------------------------------------------------------
LOW-BETA STOCKS
Energy IXC 3 % 6 % 8 %
Consumer Staples KXI 3 6 8
Utilities JXI 3 6 8
Health Care IXJ 3 6 8
--------------------------------------------------------------
SMALL/VALUE STOCKS
U.S. VBR 4 % 8 % 12 %
Developed Markets DLS 3 5 7
Emerging Markets DGS 1 3 4
--------------------------------------------------------------
Total Expense Ratio 0.29 % 0.31 % 0.33 %
% Non-Dollar Assets 30 30 30
Is there any easy way to backtest this fast? I know I could try to put/guess right times and things in Morningstar with their tickers but is there some shortcut? By back-testing, I mean that I am interested in covariance matrices, SDs, returns, X-square ratio and their evolution over time with different combinations. I know how to do the math and calculations with random data but I do not have the data so I need some provider to offer the back-testing. Any back-testing sites or good suggestions for back-testing?