Research

Backtest Lab

Replay a strategy over deep history, point-in-time, and compare it to a benchmark

Point-in-time: at each rebalance the strategy only sees bars on or before that date — no look-ahead.
Same code as live: the engine drives the exact pure strategy cores the live features use.
DCA-aware: contributions are added each rebalance; performance is time-weighted so flows aren't counted as gains.

Costs: per-trade transaction cost in basis points of traded notional.
Benchmark: the same capital/DCA schedule deployed into one symbol (e.g. SPY).
Honest caveats: survivorship bias and data gaps are surfaced with each run.

Strategy

Start

End

Rebalance (months)

Benchmark

Initial capital ($)

DCA / rebalance ($)

Universe size

Tx cost (bps)

Lookback (months)

Skip (months)

Hold top N

Vol-scaled (risk-adjusted)