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.
-14.4%
Total Return
$8,558
Ending Value
-7.5%
CAGR
-41.9%
Max Drawdown
-0.16
Sharpe
42%
Win Rate
12
Trades
90%
Time in Market
CCI · SMA Crossover Long & Short turned $10,000 into $8,558 (-14.4%) vs buy & hold $6,795 (-32.1%) over 2024-08-01→2026-07-31 — it beat buy & hold by 17.6%, worst drawdown 42% (vs 38%) · 6 short trades.

Equity curve — $10,000 invested

501 trading days
+33%-34%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-06-262026-07-31 (open)SHORT+7.6%
2026-04-292026-06-26LONG-3.8%
2026-03-252026-04-29SHORT-11.6%
2026-03-052026-03-25LONG-14.6%
2025-11-062026-03-05SHORT-2.6%
2025-10-282025-11-06LONG-7.2%
2025-08-262025-10-28SHORT+6.7%
2025-07-142025-08-26LONG-1.8%
2025-06-022025-07-14SHORT-3.4%
2025-02-272025-06-02LONG+6.9%
2024-10-212025-02-27SHORT+15.2%
2024-10-102024-10-21LONG+0.2%
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