Quant research lab · v0.1
Test the rules before you trust the story.
Run a transparent trend strategy against daily OHLC data with explicit execution timing, risk sizing, fees, slippage, and drawdown measurement. No orders are sent and no brokerage account is connected.
Strategy 01
Research onlyEMA–ATR trend model
Enter long when the fast EMA is above the slow EMA. Execute on the next bar’s open, size from stop risk, and exit at the ATR stop, ATR target, or next-bar bearish signal.
Daily OHLC input
Synthetic demo · 420 rowsHistorical data
Load daily Alpaca bars or continuous CME futures through Databento, or use a local CSV. Credentials remain server-side; CSV files stay in this browser.
Synthetic demoDeterministic demonstration series—not market history
Historical research uses Alpaca’s IEX daily feed, adjusted for corporate actions and cached for one hour. It is distinct from a future 15-minute-delayed quote display.
Uses the calendar front-month continuous contract and daily CME Globex OHLCV bars. Cost is estimated before every download and the response is cached for one hour.
Inspect or paste CSV
After estimated costs
11 closed tradesBacktest results
$9,751$10,167
| Entry | Exit | Reason | P&L | Return |
|---|---|---|---|---|
| 2024-12-18 | 2025-02-08 | stop | -$98 | -4.27% |
| 2024-12-04 | 2024-12-08 | signal | -$39 | -1.64% |
| 2024-11-21 | 2024-11-25 | signal | -$1 | -0.07% |
| 2024-10-02 | 2024-11-20 | stop | -$99 | -4.08% |
| 2024-09-25 | 2024-10-01 | target | $185 | 7.64% |
| 2024-07-21 | 2024-07-22 | signal | -$13 | -0.60% |
| 2024-07-16 | 2024-07-20 | stop | -$98 | -3.82% |
| 2024-05-18 | 2024-05-21 | signal | -$85 | -3.74% |
- Results are hypothetical and do not predict future performance.
- The engine uses next-bar entries and exits; an intrabar stop is assumed to occur before a target when both are touched.
- Taxes, financing, liquidity limits, partial fills, and market impact are not modeled.
Educational research only. Backtests are hypothetical, sensitive to assumptions, and subject to overfitting, survivorship bias, data errors, and changing market conditions. They are not investment advice or a promise of future results.