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.
+0.7%
Total Return
$10,069
Ending Value
+0.3%
CAGR
-65.9%
Max Drawdown
0.37
Sharpe
50%
Win Rate
10
Trades
90%
Time in Market
LQDA · SMA Crossover Long & Short turned $10,000 into $10,069 (+0.7%) vs buy & hold $38,597 (+286.0%) over 2024-10-24→2026-10-23 — it trailed buy & hold by 285.3%, worst drawdown 66% (vs 72%) · 5 short trades.

Equity curve — $10,000 invested

501 trading days
+707%-45%■ strategy■ buy & hold

Recent trades

long & short round-trips
EntryExitSideReturn
•••••••••••••••••••• •••••••••••••••••
••••••••••••••••••••••••••••••
•••••••••••••••••••••••••••••••
••••••••••••••••••••••••••••••
•••••••••••••••••••••••••••••••
••••••••••••••••••••••••••••••
•••••••••••••••••••••••••••••••
••••••••••••••••••••••••••••••
••••••••••••••••••••••••••••••
••••••••••••••••••••••••••••••
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 EdgeCongressNewsEarningsPhaseSEC FilingsHedge FundsLockupsPositioningMarket cycleBacktestOptionsSourcesGlossaryAbout & API

Preview mode

Charts are live. Table data is hidden -- enter the password to see it.