Readable assumptions.
Reproducible results.
A backtest is useful only when its limitations are visible.
Market data
Up to ten years of daily open, high, low, close and volume data adjusted for splits, dividends and other corporate actions. Indicators use only information available at that point in time.
Signal timing
A signal calculated from today’s closing bar executes no earlier than the next available bar. This prevents look-ahead bias.
Trading costs
Default results include 0.10% commission and 0.05% slippage at entry and exit. Use the controls to see how different cost assumptions affect the outcome.
Interpretation
Every result is hypothetical, not a prediction or investment recommendation. The current-stock universe creates survivorship bias; strategy selection, taxes, liquidity, market impact and data limitations can materially change outcomes.