Not logged in.

Please log in or sign up to get more functionality and access your account.

User Log In


×

Forgotten Username

Please provide your e-mail address and we will send the list of all your registered usernames to you...

×

Forgotten Password

Please provide your username and e-mail address and we will send a link to reset your password to your mailbox...

×

User Log Out

Are you sure to log out now?

×

Perform Backtest

Please fill this form in order to run your backtest:

Basic Settings
Signal Inversion & Price Transformation (more info)
Ratio Model Settings
Residual Model Settings
Kalman Model Settings
Kalman Grid (v3) Settings
Kalman-Grid Model Settings
Advanced Settings
Recent Analyses

SPY vs QQQ

2015-01-01 till 2018-09-01

Co95:
Co99:
CAGR:-0.44

DVY vs PNW

2015-01-01 till 2018-09-01

Co95:
Co99:
CAGR:-2.60

L vs RY

2015-09-16 till 2018-09-16

Co95:
Co99:
CAGR:4.55

LTM vs TSU

2015-09-16 till 2018-09-16

Co95:
Co99:
CAGR:3.93

WTFC vs CMA

2015-09-16 till 2018-09-16

Co95:
Co99:
CAGR:6.43
Recent Backtests

SPY vs QQQ

0000-00-00 till 1970-01-01

ROI: 0.00
CAGR:0.00
MaxDD:0.00

SPY vs QQQ

0000-00-00 till 1970-01-01

ROI: 0.00
CAGR:0.00
MaxDD:0.00

XLU vs XLRE

2018-01-02 till 2018-08-31

ROI: 4.27
CAGR:6.53
MaxDD:6.23

XLU vs XLRE

2018-01-02 till 2018-08-31

ROI: 5.20
CAGR:7.98
MaxDD:4.51

XLU vs XLRE

2015-12-16 till 2018-08-31

ROI: -4.03
CAGR:-1.50
MaxDD:16.11
G+ FB LN TW

Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.

Security Code Required

In order to prevent this service to be misused by automated systems, we have to let our users enter a security code. If you don't want to enter the code each time, please register and use this service under your account.

captcha

Please type the text from the image to the field below. If you are not able to recognize the text, you might try to refresh the image.

Invalid security code. Please try again.
×

Error Occurred

×