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.
-48.7%
Total Return
$5,127
Ending Value
-28.5%
CAGR
-58.9%
Max Drawdown
-0.72
Sharpe
33%
Win Rate
12
Trades
90%
Time in Market
BDC · SMA Crossover Long & Short turned $10,000 into $5,127 (-48.7%) vs buy & hold $12,341 (+23.4%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 72.1%, worst drawdown 59% (vs 34%) · 6 short trades.

Equity curve — $10,000 invested

501 trading days
+50%-49%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-07-222026-07-31 (open)SHORT-17.5%
2026-06-302026-07-22LONG-12.0%
2026-05-152026-06-30SHORT-13.1%
2026-04-302026-05-15LONG-5.7%
2026-03-232026-04-30SHORT+4.4%
2026-02-032026-03-23LONG-6.2%
2026-02-022026-02-03SHORT-2.3%
2025-12-162026-02-02LONG+1.7%
2025-10-072025-12-16SHORT-4.5%
2025-05-122025-10-07LONG+2.8%
2024-12-242025-05-12SHORT+1.9%
2024-10-102024-12-24LONG-1.5%
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