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.
-44.4%
Total Return
$5,555
Ending Value
-25.6%
CAGR
-53.4%
Max Drawdown
-0.40
Sharpe
27%
Win Rate
11
Trades
90%
Time in Market
ASO · SMA Crossover Long & Short turned $10,000 into $5,555 (-44.4%) vs buy & hold $8,670 (-13.3%) over 2024-09-16→2026-09-15 — it trailed buy & hold by 31.1%, worst drawdown 53% (vs 46%) · 6 short trades.

Equity curve — $10,000 invested

501 trading days
+11%-44%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
•••••••••••••••••••• ••••••••••••••••
•••••••••••••••••••••••••••••
••••••••••••••••••••••••••••••
•••••••••••••••••••••••••••••
•••••••••••••••••••••••••••••••
••••••••••••••••••••••••••••••
••••••••••••••••••••••••••••••
••••••••••••••••••••••••••••••
•••••••••••••••••••••••••••••••
•••••••••••••••••••••••••••••
•••••••••••••••••••••••••••••••
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

Preview mode

Charts are live. Table data is hidden -- enter the password to see it.