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.
-21.6%
Total Return
$7,840
Ending Value
-11.5%
CAGR
-29.5%
Max Drawdown
-0.80
Sharpe
27%
Win Rate
11
Trades
90%
Time in Market
VNQI · SMA Crossover Long & Short turned $10,000 into $7,840 (-21.6%) vs buy & hold $10,978 (+9.8%) over 2024-08-01→2026-07-31 — it trailed buy & hold by 31.4%, worst drawdown 29% (vs 21%) · 5 short trades.

Equity curve — $10,000 invested

501 trading days
+21%-22%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
2026-07-272026-07-31 (open)LONG+0.5%
2026-06-042026-07-27SHORT-2.1%
2026-05-012026-06-04LONG-4.8%
2026-03-192026-05-01SHORT-3.4%
2026-01-282026-03-19LONG-5.1%
2025-11-172026-01-28SHORT-1.7%
2025-04-242025-11-17LONG+10.7%
2025-04-072025-04-24SHORT-12.6%
2025-02-202025-04-07LONG-7.3%
2024-10-302025-02-20SHORT+6.9%
2024-10-102024-10-30LONG-3.3%
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

All pages

Catalyst EdgeCongressNewsEarningsSEC FilingsHedge FundsLockupsPositioningMarket cycleBacktestOptionsSourcesGlossaryAbout & API