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.
+80.2%
Total Return
$18,022
Ending Value
+34.5%
CAGR
-73.0%
Max Drawdown
0.78
Sharpe
60%
Win Rate
10
Trades
90%
Time in Market
CDXS · SMA Crossover Long & Short turned $10,000 into $18,022 (+80.2%) vs buy & hold $4,023 (-59.8%) over 2024-08-01→2026-07-31 — it beat buy & hold by 140.0%, worst drawdown 73% (vs 83%) · 5 short trades.

Equity curve — $10,000 invested

501 trading days
+146%-72%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-06-222026-07-31 (open)SHORT+40.9%
2026-03-262026-06-22LONG+42.8%
2025-11-062026-03-26SHORT+18.6%
2025-10-242025-11-06LONG-24.4%
2025-09-032025-10-24SHORT-12.0%
2025-07-032025-09-03LONG-13.0%
2025-06-182025-07-03SHORT-17.9%
2025-05-282025-06-18LONG+0.9%
2025-01-292025-05-28SHORT+47.9%
2024-10-102025-01-29LONG+50.5%
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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