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back-testing LDI strategies example wanted

I came across this site after finding the back-testing tutorial on trading strategies. I am looking for something similar (ish). I would like to learn how to back test a pensions funds asset liability (LDI) approach vs. an asset only approach. Just a simple example to understand the basic principle. I would be assuming the asset only approach consists of 60% Equity and 40% Bond portfolio. Where as the asset liability approach would consider the liabilities of the scheme, for simplicity modeled by a short position in Bonds. Where bonds in both the asset and liability portfolios are Government Bonds. Any thoughts on how this could be done? Thanks in advance.
You will need the time series of prices for all the assets (and liabilities) that make up the portfolio. You then setup your back tester to run the "asset liability" approach over the time period that you are studying and then run it again using the "asset" approach.

I usually store a bunch of data in tables for each back test run but will also store a summary record in the "summary table" for all the major/final figures from the back test. That way I can simply filter and sort that table to find out which back test performed the best.

Does that help?
I think I get what you mean, thanks.