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.
-43.2%
Total Return
$5,675
Ending Value
-24.8%
CAGR
-50.4%
Max Drawdown
-1.04
Sharpe
23%
Win Rate
13
Trades
90%
Time in Market
NEE · SMA Crossover Long & Short turned $10,000 into $5,675 (-43.2%) vs buy & hold $11,088 (+10.9%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 54.1%, worst drawdown 50% (vs 25%) · 6 short trades.

Equity curve — $10,000 invested

501 trading days
+23%-43%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-07-222026-07-31 (open)LONG-2.8%
2026-05-282026-07-22SHORT-2.5%
2026-01-292026-05-28LONG-1.1%
2025-12-152026-01-29SHORT-8.0%
2025-10-032025-12-15LONG+2.0%
2025-09-152025-10-03SHORT-12.0%
2025-08-262025-09-15LONG-4.5%
2025-08-132025-08-26SHORT-3.5%
2025-05-212025-08-13LONG+1.1%
2025-04-082025-05-21SHORT-11.6%
2025-03-112025-04-08LONG-13.4%
2024-10-312025-03-11SHORT+6.6%
2024-10-102024-10-31LONG-2.1%
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