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.
-12.1%
Total Return
$8,790
Ending Value
-6.3%
CAGR
-19.3%
Max Drawdown
-0.64
Sharpe
33%
Win Rate
12
Trades
90%
Time in Market
AUB-PA · SMA Crossover Long & Short turned $10,000 into $8,790 (-12.1%) vs buy & hold $10,045 (+0.5%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 12.5%, worst drawdown 19% (vs 11%) · 6 short trades.

Equity curve — $10,000 invested

501 trading days
+6%-13%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-06-112026-07-31 (open)SHORT+0.9%
2026-04-292026-06-11LONG-0.2%
2026-03-132026-04-29SHORT-0.6%
2026-02-042026-03-13LONG-1.1%
2025-10-162026-02-04SHORT-0.9%
2025-07-152025-10-16LONG+1.9%
2025-06-042025-07-15SHORT-3.2%
2025-05-142025-06-04LONG-5.1%
2025-03-172025-05-14SHORT+0.3%
2025-02-032025-03-17LONG-1.6%
2024-12-192025-02-03SHORT-2.5%
2024-10-102024-12-19LONG+0.5%
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

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