Strategy Backtester

Run Backtest

Replay the full signal pipeline on historical data. Downloads market data via yfinance, then simulates regime detection, signal generation, conviction scoring, leverage selection, position sizing, and exit management day by day.

Previous Results

Period Total Return CAGR Max Drawdown Trades Win Rate
2000-01-01 to 2026-02-05 +940254.3% 43.6% -82.4% 2724 48% View
2000-01-01 to 2026-02-05 +940255.7% 43.6% -82.4% 2724 48% View
2000-01-01 to 2026-02-05 +940257.0% 43.6% -82.4% 2724 48% View
2000-01-01 to 2026-02-05 +47920.5% 27.6% -72.3% 2767 48% View
2000-01-01 to 2026-02-05 -56.6% -3.2% -69.7% 2222 48% View
2000-01-01 to 2026-02-05 -20.0% -0.9% -44.3% 1358 51% View
2023-01-01 to 2026-02-05 +386.7% 99.0% -66.9% 236 54% View
2000-01-01 to 2026-02-05 +940253.9% 43.6% -82.4% 2724 48% View