Strategy backtester

Test any of 20 strategies on any ticker — long, short, or both — against free historical prices, and compare to buy & hold. Set trading cost and a stop-loss for a realistic run. Historical simulation only (dividends not modeled); past performance is not indicative of future results, and this is analysis, not advice.

Fast MASlow MAFastSlowSignalRSI lenBuy<Sell>PeriodStd×Lookbackno parametersMorning momentum: breakout → pullback holds → confirmation. Fixed rules, no parameters; real 0DTE option prices. Ignores the cost/stop/range fields below. Best on SPY/QQQ/IWM.
Direction lets you trade short too. Cost = bps per trade; stop-loss exits after that % adverse move (0 = off). "Compare all" runs every strategy.
+63.5%
Total Return
$16,355
Ending Value
+28.1%
CAGR
-51.3%
Max Drawdown
0.71
Sharpe
44%
Win Rate
9
Trades
90%
Time in Market
ADPT · SMA Crossover Long & Short turned $10,000 into $16,355 (+63.5%) vs buy & hold $50,719 (+407.2%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 343.6%, worst drawdown 51% (vs 39%) · 4 short trades.

Equity curve — $10,000 invested

501 trading days
+415%-9%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-06-032026-07-31 (open)LONG+41.2%
2026-05-182026-06-03SHORT-25.8%
2026-05-082026-05-18LONG-8.0%
2026-02-242026-05-08SHORT+14.0%
2026-01-132026-02-24LONG-11.2%
2025-12-292026-01-13SHORT-8.5%
2025-05-052025-12-29LONG+66.0%
2025-03-262025-05-05SHORT-21.7%
2024-10-102025-03-26LONG+67.8%
Alt-Data Signal Hub · showing live market data, fetched the moment this page loaded · market & option prices are always live on load · display-only, not advice

All pages

Catalyst EdgeCongressNewsEarningsSEC FilingsHedge FundsLockupsPositioningMarket cycleBacktestOptionsSourcesGlossaryAbout & API