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.
| # | Strategy | Return | vs SPY | Sharpe | Max DD | Calmar | Win % | 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 |
|---|