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.
-21.8%
Total Return
$7,818
Ending Value
-11.6%
CAGR
-24.4%
Max Drawdown
-0.44
Sharpe
33%
Win Rate
12
Trades
90%
Time in Market
MO · SMA Crossover Long & Short turned $10,000 into $7,818 (-21.8%) vs buy & hold $13,661 (+36.6%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 58.4%, worst drawdown 24% (vs 19%) · 6 short trades.

Equity curve — $10,000 invested

501 trading days
+48%-22%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-07-152026-07-31 (open)LONG-3.1%
2026-07-142026-07-15SHORT-0.5%
2026-05-012026-07-14LONG-5.9%
2026-04-072026-05-01SHORT-12.5%
2026-01-212026-04-07LONG+8.5%
2025-10-082026-01-21SHORT+6.6%
2025-08-052025-10-08LONG+4.6%
2025-07-092025-08-05SHORT-8.3%
2025-02-212025-07-09LONG+4.9%
2025-01-022025-02-21SHORT-4.8%
2024-11-112025-01-02LONG-2.6%
2024-10-102024-11-11SHORT-8.6%
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