Other example trading strategies:
The rule that was tested
Change it and it re-runsIs there really an edge?
Year by year
An average edge hides whether a rule worked steadily or was carried by two good years. The strategy column is what the account did that year, including interest earned while it was sitting in cash, so a flat year with few signals is not a loss.
When is this ticker usually strong?
The underlying itself, not your strategyAverages over a few dozen observations. A month that is up 70% of the time on 26 tries is a coin landing heads 18 times — interesting, not proof. Read this for context, not a rule.
Is this a plateau or a lucky spike?
The same rule at neighbouring settingsA real effect is broad: nudge the numbers and it should still be there. If the edge only exists at the exact settings you happened to pick, you found a coincidence. Green means an edge that clears the significance bar measured for this rule.
Does it work on other tickers?
The single best test against fooling yourselfA rule that only works on one ticker is usually a coincidence. Run this exact strategy across a watchlist and see how many hold up — and which are triggering today.
Price and trades
What happens after the signal
Average % move, day 0 = the day you buyWhat if you had held longer?
A what-if — not your tradesThis ignores your exit rule. It takes every day the entry rule fired and asks what the next 1, 2, 3, 5, 10, 20 or 60 days returned, so you can see whether your holding period is leaving anything on the table. Your rule's actual trades appear in “Show every trade” below, and they are all held for exactly as long as the rule says.
Equity curve
$1 compounded, at the position sizing you setDistribution of trade returns
Also here, hidden to keep this page readable: how sure we are the edge is real, what your money did year by year, which months this stock is usually strong in, how big the wins and losses were, and whether the edge survives if you nudge the numbers.
Every trade
† split- and dividend-adjusted · ↳ marks a signal that fired while an earlier trade was still open, so it is not in the headline statsShow every trade
Pre-made strategies
Screened on 20 tickers, then re-tested on 30 more it had never seenEvery card was screened across 20 tickers from 2000–2026, then re-tested on 30 more it had never seen, and split across 2000–2012 versus 2013–2026 to check whether it still works. They did not all pass. The badge on each card tells you which did — and it is set by how often the edge was strong enough to trust, not by how often it merely pointed the right way, because a rule can point the right way on every ticker and still be indistinguishable from luck. The bottom group failed on purpose, and is here to show you what that looks like. Click any card to load it — it runs against whatever ticker you have set.
Calendar strategies
Everything below was tested the same way: across every ticker we hold data for, against the significance bar that rule has to clear — measured by shuffling its own signal a thousand times — and split at 2013 to see whether the edge survived being published. Almost none of it did. That is the honest result, and it is worth more than a list of winners: calendar effects are the most data-mined corner of finance, and a rule that looks good after you have tried twenty of them is exactly what this app exists to catch. Every one of these is a claim about the market as a whole, so Run tests it on SPY — change the ticker afterwards to try it anywhere else.
What would trigger right now
Runs every pre-made strategy against a whole universe of tickers and lists the ones whose entry rule is true at the most recent close — the orders you would be placing. Update the data first if the market has closed since you last did. A rule appearing here is not a recommendation: check the badge, and remember that the more rules and tickers you watch at once, the more often one fires on luck alone.
Prices are split- and dividend-adjusted daily closes from Yahoo Finance. Entries and exits assume market-on-close orders, which do fill at the official closing price — the real catch is that you must commit before you can see that print, which the slippage setting prices. Costs are modelled as a flat round-trip charge you choose above, plus a daily borrow cost on shorts; taxes and market impact are not modelled at all. Only tickers that still exist today can be tested, so every result carries survivorship bias. Test enough rules against one ticker and one will look great by luck — that is what the cross-ticker scan above is for. This is research, not investment advice.