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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

KO vs PEP

2021-01-01 till 2024-04-01

Co95:
Co99:
CAGR:-0.76

LMT vs NVDA

2021-01-01 till 2024-04-01

Co95:
Co99:
CAGR:-6.45

EBAY vs CRL

2021-04-01 till 2024-04-01

Co95:
Co99:
CAGR:19.85

TTD vs HUBS

2021-04-01 till 2024-04-01

Co95:
Co99:
CAGR:16.93

ACP vs TRTX

2021-04-01 till 2024-04-01

Co95:
Co99:
CAGR:12.77
Recent Backtests

ACP vs TRTX

2023-01-02 till 2024-03-29

ROI: 4.66
CAGR:3.75
MaxDD:23.25

PTON vs SBFM

2022-01-03 till 2023-12-29

ROI: 7096.13
CAGR:760.90
MaxDD:80.05

PTON vs SBFM

2022-01-03 till 2024-03-29

ROI: 9289.96
CAGR:662.75
MaxDD:80.05

PTON vs SBFM

2022-01-03 till 2024-03-29

ROI: 2045.21
CAGR:294.07
MaxDD:79.17

PTON vs SBFM

2022-01-03 till 2024-03-29

ROI: 8360.83
CAGR:628.01
MaxDD:80.05
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.

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