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.
-108.8%
Total Return
$-882
Ending Value
-100.0%
CAGR
-127.7%
Max Drawdown
-0.17
Sharpe
50%
Win Rate
8
Trades
90%
Time in Market
CETY · SMA Crossover Long & Short turned $10,000 into $-882 (-108.8%) vs buy & hold $537 (-94.6%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 14.2%, worst drawdown 128% (vs 97%) · 4 short trades.

Equity curve — $10,000 invested

501 trading days
+51%-134%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-06-182026-07-31 (open)LONG+4.0%
2026-04-282026-06-18SHORT-12.2%
2026-03-092026-04-28LONG-14.0%
2025-10-092026-03-09SHORT+65.6%
2025-08-222025-10-09LONG-26.4%
2025-04-152025-08-22SHORT+40.2%
2025-03-172025-04-15LONG-42.0%
2024-10-102025-03-17SHORT+16.9%
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