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.
-100.0%
Total Return
$0
Ending Value
-100.0%
CAGR
-100.0%
Max Drawdown
-1.01
Sharpe
43%
Win Rate
7
Trades
90%
Time in Market
CBDW · SMA Crossover Long & Short turned $10,000 into $0 (-100.0%) vs buy & hold $90 (-99.1%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 0.9%, worst drawdown 100% (vs 99%) · 4 short trades.

Equity curve — $10,000 invested

501 trading days
+27%-100%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-04-172026-07-31 (open)SHORT+67.1%
2026-02-252026-04-17LONG-12.2%
2025-12-192026-02-25SHORT-28.6%
2025-11-202025-12-19LONG-64.3%
2025-04-102025-11-20SHORT+70.3%
2025-03-172025-04-10LONG-30.5%
2024-10-102025-03-17SHORT+50.0%
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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