AlphaGlyph Strategy Validation Lab
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PAPER TRADING

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Warms up on the first 70%, then grades only on the held-out final 30% — the honest out-of-sample test.

Size positions using mean-variance optimized weights.

Bet bigger the closer a stock is to its 52-week low, smaller near its high.

Idle reserve earns the market's return instead of 0%, then rotates into a stock as it dips. Pairs well with Dip Buyer. Higher returns, but also higher drawdown — the reserve falls in a market crash.

Downloads historical data then simulates the strategy day-by-day

Runs every strategy on the same tickers & period and ranks them

See whether your strategy's edge is real

Pick a strategy and a few stocks on the left, then run a backtest. AlphaGlyph simulates it on real market history day by day — and tells you, honestly, whether the result is genuine skill or just luck.

Performance, explained Your equity curve vs the S&P 500, every trade in plain English, and an animated replay of the whole run.
Skill or luck? 1,000 Monte Carlo simulations show whether your result truly stands out — or could just be chance.
An honest verdict Deflated Sharpe and Fama-French distil it into one clear call on your strategy's edge.
The form is pre-filled — just press Run Backtest to begin.
Running backtest

Fetching historical data and simulating trades day-by-day.

Comparing all strategies

Running every strategy on the same data. This takes a bit longer.

Strategy Leaderboard

Every strategy run on the same tickers and period, ranked by net return. The same risk management, Kelly sizing and costs apply to each — an apples-to-apples comparison.

#StrategyReturnvs SPY SharpeMax DDCalmarWin %Trades

WALK-FORWARD MODE — metrics cover only the out-of-sample test period starting —. The prior 70% was used for indicator warm-up only.
Watch it trade

Replay the backtest day-by-day — the equity curve grows and each trade streams in with a plain-English reason.

Press Play to replay the run.
Date Ticker Action Price Shares P&L $ P&L % Reason Regime