Free charts and backtesting of over 500 stock market indicators, including breadth, put/call ratios and volatility

Backtest Your Strategies

The backtesting engine allows you to get answers about the historical performance of any index in terms of indicator behavior.

Index returns can be measured after an indicator has met any of the following criteria:

  • Was At - the indicator was exactly equal to the specified level.
  • Was Within 5% Of - the indicator was equal to the specified level ±5%.
  • Was Within 10% Of - the indicator was equal to the specified level ±10%.
  • Was Within 20% Of - the indicator was equal to the specified level ±20%.
  • Was Within 50% Of - the indicator was equal to the specified level ±50%.
  • Was Above - the indicator was greater than the specified level.
  • Was Below - the indicator was less than the specified level.
  • Crossed Above - the indicator had just crossed above the specified level.
  • Crossed Below - the indicator had just crossed below the specified level.
  • Began Rising Towards - the indicator was below the specified level, but had just started to turn upwards.
  • Began Declining Towards - the indicator was above the specified level, but had just started to turn downwards.

After you specify the index, indicator, lookback, lookforward and criteria, you'll get a summary report showing you the main findings and a detailed report showing you index performance following each observation. Other options include the ability to exclude overlapping observations or exclude recent observations that aren't complete yet.

To use it, just click 'backtest' as shown below.

Select a Stock Index:  VS Indicator:   Indicator Smoothing:  Range:  Theme: