AlphaGlyph Research Platform
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PAPER TRADING

Configure Backtest

Trains on first 70%, evaluates only on final 30% (out-of-sample).

Advanced Options

Size positions using mean-variance optimized weights.

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

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Configure and run a backtest to see results.

Select a strategy, tickers, and date range, then click Run Backtest. The Research tab includes statistical validation with Deflated Sharpe Ratio and Fama-French factor analysis.

Running backtest…

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

WALK-FORWARD MODE — metrics cover only the out-of-sample test period starting —. The prior 70% was used for indicator warm-up only.
Date Ticker Action Price Shares P&L $ P&L % Reason Regime