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.
-2.8%
Total Return
$9,724
Ending Value
-1.4%
CAGR
-39.6%
Max Drawdown
0.10
Sharpe
56%
Win Rate
9
Trades
90%
Time in Market
UMBF · SMA Crossover Long & Short turned $10,000 into $9,724 (-2.8%) vs buy & hold $14,905 (+49.1%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 51.8%, worst drawdown 40% (vs 32%) · 4 short trades.

Equity curve — $10,000 invested

501 trading days
+49%-18%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-04-232026-07-31 (open)LONG+17.9%
2026-03-102026-04-23SHORT-9.7%
2025-12-152026-03-10LONG-5.4%
2025-10-162025-12-15SHORT-10.9%
2025-05-142025-10-16LONG+0.6%
2025-02-132025-05-14SHORT+5.1%
2025-02-122025-02-13LONG-0.3%
2025-01-032025-02-12SHORT+0.3%
2024-10-102025-01-03LONG+7.3%
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

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