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.
-53.1%
Total Return
$4,691
Ending Value
-31.7%
CAGR
-54.9%
Max Drawdown
-0.86
Sharpe
20%
Win Rate
15
Trades
90%
Time in Market
AGCO · SMA Crossover Long & Short turned $10,000 into $4,691 (-53.1%) vs buy & hold $11,183 (+11.8%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 64.9%, worst drawdown 55% (vs 29%) · 7 short trades.

Equity curve — $10,000 invested

501 trading days
+52%-53%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-07-152026-07-31 (open)LONG-11.1%
2026-05-192026-07-15SHORT-3.0%
2026-05-142026-05-19LONG-5.0%
2026-03-242026-05-14SHORT-0.8%
2026-01-022026-03-24LONG+9.9%
2025-12-242026-01-02SHORT-0.5%
2025-12-192025-12-24LONG-0.5%
2025-09-172025-12-19SHORT+3.2%
2025-05-152025-09-17LONG+3.4%
2025-03-052025-05-15SHORT-15.4%
2025-01-242025-03-05LONG-12.8%
2024-12-272025-01-24SHORT-12.6%
2024-12-122024-12-27LONG-3.7%
2024-11-192024-12-12SHORT-5.5%
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