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.
-25.4%
Total Return
$7,460
Ending Value
-13.7%
CAGR
-41.5%
Max Drawdown
-0.39
Sharpe
29%
Win Rate
14
Trades
90%
Time in Market
OVLY · SMA Crossover Long & Short turned $10,000 into $7,460 (-25.4%) vs buy & hold $12,839 (+28.4%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 53.8%, worst drawdown 41% (vs 27%) · 7 short trades.

Equity curve — $10,000 invested

501 trading days
+33%-25%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-07-222026-07-31 (open)SHORT-2.9%
2026-06-162026-07-22LONG-2.4%
2026-05-282026-06-16SHORT-2.5%
2026-04-162026-05-28LONG-4.2%
2026-03-202026-04-16SHORT-11.7%
2025-11-172026-03-20LONG+9.1%
2025-10-102025-11-17SHORT-8.1%
2025-08-262025-10-10LONG-8.4%
2025-08-212025-08-26SHORT-3.3%
2025-05-122025-08-21LONG+5.1%
2025-03-112025-05-12SHORT-6.2%
2025-03-102025-03-11LONG-1.3%
2025-01-072025-03-10SHORT+7.4%
2024-10-102025-01-07LONG+6.6%
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