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.
-13.4%
Total Return
$8,664
Ending Value
-7.0%
CAGR
-44.2%
Max Drawdown
-0.12
Sharpe
47%
Win Rate
15
Trades
90%
Time in Market
CFBK · SMA Crossover Long & Short turned $10,000 into $8,664 (-13.4%) vs buy & hold $16,695 (+66.9%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 80.3%, worst drawdown 44% (vs 34%) · 7 short trades.

Equity curve — $10,000 invested

501 trading days
+67%-27%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-06-122026-07-31 (open)LONG+13.8%
2026-05-122026-06-12SHORT-16.0%
2026-04-302026-05-12LONG-8.1%
2026-03-192026-04-30SHORT-5.7%
2025-12-102026-03-19LONG+16.6%
2025-10-082025-12-10SHORT+0.6%
2025-08-122025-10-08LONG-4.9%
2025-08-062025-08-12SHORT-5.7%
2025-07-172025-08-06LONG-0.4%
2025-07-102025-07-17SHORT+1.3%
2025-05-082025-07-10LONG+1.8%
2025-03-112025-05-08SHORT-10.4%
2025-02-242025-03-11LONG-8.8%
2024-12-302025-02-24SHORT+6.5%
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

All pages

Catalyst EdgeCongressNewsEarningsSEC FilingsHedge FundsLockupsPositioningMarket cycleBacktestOptionsSourcesGlossaryAbout & API