Backtest Analytics

Results from the local backtesting engine across major US equity indices, commodities, and large caps.

Methodology

Each strategy is backtested on daily OHLCV price data across a universe of major US equity indices and ETFs. Signals are generated from technical indicators with no lookahead bias — entry and exit prices use the open of the bar following the signal.

Metrics shown here are averages across all symbols a strategy was tested on. Transaction costs and slippage are not modeled, so results represent an upper bound on real-world performance.

Click any strategy name to view its full per-symbol breakdown, equity curves, parameter optimization, and regional results.

Last run: Friday, Apr 10, 2026 · 1420 runs

Strategies
71
Best Sharpe
0.97
Best Return
+69.7%
Positive Sharpe
65/71

Strategies overview

Strategy Category Symbols Avg return % Avg Sharpe Avg max DD % Win rate % Trades SL TP
A/D Line Trend Strategy 20 22.45 0.32 -22.30 33.33 48 5% 0%
ADX Trend Strategy 20 -4.78 -0.12 -14.05 38.46 26 3% 0%
Aroon Strategy 20 17.98 0.54 -8.68 53.85 13 0% 5%
ATR Bands Strategy 20 29.65 0.60 -8.82 72.22 18 0% 0%
ATR Trailing Stop Strategy 20 61.75 0.60 -23.78 90.00 10 0% 5%
BB Width Squeeze Strategy 20 7.75 0.31 -10.53 41.18 17 0% 10%
Bollinger Bands Strategy 20 69.71 0.84 -12.81 78.57 14 7% 10%
Commodity Channel Index Strategy 20 40.37 0.51 -15.78 78.95 19 7% 10%
Chaikin Money Flow Strategy 20 24.40 0.35 -21.27 26.67 30 3% 0%
Chaikin Oscillator Strategy 20 63.11 0.97 -7.16 52.78 36 3% 5%
Chande Momentum Strategy 20 12.03 0.25 -17.66 42.11 38 3% 15%
Chandelier Exit Strategy 20 33.12 0.44 -18.59 26.32 38 3% 0%
Coppock Curve Strategy 20 15.20 0.32 -21.49 46.67 15 5% 10%
DEMA Crossover Strategy 20 23.34 0.44 -11.51 42.31 26 5% 5%
Disparity Index Strategy 20 44.11 0.71 -15.48 44.23 52 3% 5%
Donchian Breakout Strategy 20 26.77 0.53 -11.95 55.56 9 5% 0%
Detrended Price Oscillator Strategy 20 44.62 0.81 -8.12 41.67 24 0% 5%
Dual Moving Average Strategy 20 28.30 0.44 -17.61 42.42 33 3% 0%
Ease of Movement Strategy 20 6.43 0.14 -17.72 45.45 33 3% 15%
Elder Ray Strategy 20 -9.46 -0.13 -22.21 46.95 164 0% 5%
EMA Crossover Strategy 20 22.46 0.72 -6.76 60.00 10 0% 5%
EMA Ribbon Strategy 20 -6.06 -0.69 -6.56 0.00 5 0% 0%
Force Index Strategy 20 2.29 0.04 -27.33 37.50 144 3% 0%
Fractal Breakout Strategy 20 23.36 0.59 -8.44 55.56 18 0% 5%
Hull MA Crossover Strategy 20 23.98 0.36 -21.53 56.86 51 7% 5%
Intraday Intensity Strategy 20 23.83 0.35 -21.32 34.38 32 3% 0%
Keltner Squeeze Strategy 20 -3.04 -0.09 -11.91 43.75 16 5% 0%
Keltner Width Breakout Strategy 20 1.33 0.06 -7.04 50.00 10 0% 0%
Keltner Channel Strategy 20 66.70 0.75 -14.70 88.89 9 0% 10%
Klinger Volume Strategy 20 21.16 0.34 -21.34 46.55 58 3% 0%
Know Sure Thing Strategy 20 10.71 0.24 -17.17 47.83 23 3% 0%
Linear Regression Reversion Strategy 20 16.57 0.47 -11.78 57.89 19 5% 0%
Linear Regression Slope Strategy 20 15.29 0.32 -19.65 37.50 16 5% 10%
MACD Strategy 20 36.70 0.66 -7.51 51.35 37 5% 5%
Mass Index Strategy 20 0.00 0.00 0.00 0.00 0 0% 0%
McGinley Dynamic Strategy 20 14.31 0.22 -23.11 25.00 56 3% 10%
Momentum ROC Strategy 20 44.24 0.62 -15.45 43.75 48 3% 10%
Money Flow Index Strategy 20 48.89 0.81 -10.26 100.00 1 0% 0%
OBV Trend Strategy 20 11.66 0.18 -24.22 29.85 67 3% 0%
Parabolic SAR Strategy 20 16.04 0.24 -26.92 46.55 58 3% 5%
Pivot Breakout Strategy 20 9.27 0.18 -17.41 57.14 7 0% 10%
Pretty Good Oscillator Strategy 20 31.79 0.48 -16.39 37.50 40 3% 10%
Price Above SMA Strategy 20 42.61 0.60 -16.46 35.00 20 3% 0%
Price Channel Strategy 20 26.77 0.53 -11.95 55.56 9 5% 0%
Price Oscillator Strategy 20 21.83 0.66 -6.77 54.55 11 0% 5%
Projection Oscillator Strategy 20 30.74 0.45 -21.07 43.33 90 3% 5%
QStick Strategy 20 25.92 0.72 -8.84 47.62 42 3% 5%
Raff Channel Strategy 20 16.78 0.25 -17.77 26.92 52 3% 10%
Random Walk Index Strategy 20 5.31 0.14 -16.77 45.45 22 5% 0%
ROC Crossover Strategy 20 14.20 0.21 -19.85 57.14 35 0% 0%
RSI Mean Reversion Strategy 20 60.95 0.75 -11.85 64.29 14 5% 10%
Schaff Trend Cycle Strategy 20 11.76 0.27 -17.76 38.89 18 3% 10%
SMA Crossover Strategy 20 11.49 0.23 -19.43 41.18 17 5% 0%
Std Dev Bands Strategy 20 29.97 0.54 -9.27 93.75 16 0% 0%
Stochastic RSI Strategy 20 65.65 0.82 -9.26 69.23 39 5% 10%
Stochastic Reversion Strategy 20 33.54 0.50 -15.40 50.00 14 3% 0%
Supertrend Strategy 20 32.08 0.49 -16.09 41.18 17 5% 0%
Swing Breakout Strategy 20 26.77 0.53 -11.95 55.56 9 5% 0%
TEMA Crossover Strategy 20 31.06 0.49 -18.33 52.27 44 7% 5%
Triple Moving Average Strategy 20 23.50 0.53 -11.08 56.52 23 5% 5%
TRIX Strategy 20 6.80 0.22 -9.23 50.00 24 3% 5%
True Strength Index Strategy 20 34.93 0.60 -9.18 51.43 35 5% 5%
Twiggs Money Flow Strategy 20 44.45 0.78 -10.31 45.45 22 5% 5%
Ultimate Oscillator Strategy 20 68.24 0.72 -21.40 63.89 36 5% 5%
Volatility Breakout Strategy 20 -2.30 -0.07 -11.90 31.25 16 5% 0%
Volume Price Trend Strategy 20 25.90 0.38 -18.62 37.21 43 3% 0%
Vortex Indicator Strategy 20 13.08 0.40 -7.60 42.31 26 3% 5%
VWMA Crossover Strategy 20 10.42 0.21 -19.50 43.75 16 5% 0%
Williams %R Strategy 20 17.25 0.28 -21.63 63.64 22 0% 0%
WMA Crossover Strategy 20 27.69 0.81 -8.25 55.00 20 3% 5%
Z-Score Mean Reversion Strategy 20 69.71 0.84 -12.81 78.57 14 7% 10%

How to update

  • Install Python deps: pip install -r engine/requirements.txt
  • Run pipeline: python engine/run_local.py 5y
  • Generate indices for build: npm run slim:indices
  • Rebuild the site: npm run build