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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

SPY vs IWM

2014-01-01 till 2017-11-01

Co95:
Co99:
CAGR:-0.64

BMW vs BMW

2014-01-01 till 2017-11-01

Co95:
Co99:
CAGR:14.19

AWK vs AWR

2014-01-01 till 2017-11-01

Co95:
Co99:
CAGR:0.70

AWK vs PHO

2014-01-01 till 2017-11-01

Co95:
Co99:
CAGR:-2.29

FARO vs HMNY

2014-10-01 till 2017-10-01

Co95:
Co99:
CAGR:28.74
Recent Backtests

C vs WFC

2014-01-02 till 2017-10-31

ROI: -4.68
CAGR:-1.24
MaxDD:20.18

SPY vs AAPL

2012-01-02 till 2017-10-31

ROI: -46.77
CAGR:-10.25
MaxDD:49.64

AAPL vs TSLA

2012-01-02 till 2017-10-31

ROI: -85.56
CAGR:-28.24
MaxDD:92.90

PXD vs CXO

2016-01-04 till 2016-12-30

ROI: 50.62
CAGR:51.30
MaxDD:6.93

BPFH vs WTFC

2016-01-04 till 2016-12-30

ROI: 5.80
CAGR:5.86
MaxDD:8.18
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.

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