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.
-39.4%
Total Return
$6,061
Ending Value
-22.3%
CAGR
-52.5%
Max Drawdown
-0.46
Sharpe
31%
Win Rate
13
Trades
90%
Time in Market
BFAM · SMA Crossover Long & Short turned $10,000 into $6,061 (-39.4%) vs buy & hold $6,294 (-37.1%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 2.3%, worst drawdown 53% (vs 58%) · 6 short trades.

Equity curve — $10,000 invested

501 trading days
+19%-50%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-07-092026-07-31 (open)LONG+0.1%
2026-05-122026-07-09SHORT-7.7%
2026-04-092026-05-12LONG-16.1%
2026-01-202026-04-09SHORT+11.8%
2025-12-092026-01-20LONG-4.7%
2025-09-172025-12-09SHORT+10.3%
2025-08-222025-09-17LONG-11.4%
2025-07-022025-08-22SHORT-2.0%
2025-05-192025-07-02LONG-2.3%
2025-04-072025-05-19SHORT-11.0%
2025-01-212025-04-07LONG-6.4%
2024-10-162025-01-21SHORT+9.7%
2024-10-102024-10-16LONG-0.7%
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