AlphaGlyph — Backtest

Configure backtest

Quick start

Strategy

Tickers

Start

End

Starting capital ($)

Risk tolerance

Advanced options

Walk-forward test Warms up on the first 70%, then grades only on the held-out final 30% — the honest out-of-sample test. Markowitz weights Size positions using mean-variance optimized weights. Dip-weighted sizing Bet bigger the closer a stock is to its 52-week low, smaller near its high. Park idle cash in the S&P 500 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.

Commission, %

Slippage, %

Both are charged on every buy and every sell.

Runs every strategy on the same tickers and period, then ranks them.

Find out whether a strategy's edge is real.

AlphaGlyph simulates the strategy day by day on real market history, then tests whether the result is skill or 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 settings are pre-filled. Press Run backtest to start.

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 drawdown	Calmar	Win rate	Trades

Date	Ticker	Action	Price	Shares	P&L	P&L %	Reason	Regime

Watch it trade

Replay the run day by day: the equity curve grows and each trade appears with a plain-English reason.

Press Play to replay the run.

AlphaGlyph backtester

Find out whether a strategy's edge is real.