Strategy Backtester
Test whether a rule would have made money over 15 years across 30 large-cap tickers, compared to buy-and-hold SPY.Honest backtest guarantee: only uses signals computable from historical OHLCV (moving averages, z-scores, momentum, RSI). Executes at close of the signal bar with 5bp round-trip transaction cost. Compared to buy-and-hold SPY on the same date range.
Known limits: survivorship bias (delisted stocks not tested), single-strategy testing (don't test 50 and pick the best — that's data snooping).
Known limits: survivorship bias (delisted stocks not tested), single-strategy testing (don't test 50 and pick the best — that's data snooping).
Enable to split into training + test windows and validate out-of-sample performance.