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.
-21.3%
Total Return
$7,872
Ending Value
-11.3%
CAGR
-43.0%
Max Drawdown
-0.35
Sharpe
33%
Win Rate
12
Trades
90%
Time in Market
MLM · SMA Crossover Long & Short turned $10,000 into $7,872 (-21.3%) vs buy & hold $8,978 (-10.2%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 11.1%, worst drawdown 43% (vs 27%) · 6 short trades.

Equity curve — $10,000 invested

501 trading days
+20%-28%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-07-242026-07-31 (open)SHORT+6.2%
2026-06-302026-07-24LONG-3.0%
2026-05-192026-06-30SHORT-8.3%
2026-05-012026-05-19LONG-13.3%
2026-03-122026-05-01SHORT-4.6%
2025-12-182026-03-12LONG-6.4%
2025-11-112025-12-18SHORT-1.1%
2025-04-282025-11-11LONG+23.4%
2025-02-212025-04-28SHORT-2.7%
2025-02-142025-02-21LONG-7.1%
2024-12-182025-02-14SHORT+1.5%
2024-10-102024-12-18LONG+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