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Discover your edge with private, custom backtests.

Validate your ideas and benchmark strategy performance.

s1 signal

Professional, Custom Backtests

Publicly-scrutinized and accepted backtesting methodology.

1,000+ Public Backtests

Over a thousand backtests have been published, publicly reviewed, challenged and successfully defended against independent critique.

10,000,000+ Occurrences

Over ten million trade occurrences have been scanned from option chains, analyzed and reported in a neutral assessment of strategy performance.

Double Validation

Backtest calculations and portfolio modeling are performed in parallel, independent platforms to ensure data accuracy and validity of results.

Confidential Results

All communications, ideas and outcomes are kept confidential and will not be published.

Comprehensive Portfolio Modeling

Define and observe your portfolio’s characteristics.

Strategy Configuration

A birds-eye view of the backtest configuration including position entry and exit mechanics, strategy start and end dates, and more.

Starting Capital and Leverage

Define a maximum leverage target and see how much starting capital would have been needed to execute a strategy, or specify a fixed amount of starting capital and see whether a strategy would have generated a margin call.

Win Rate Statistics

Observe the count of trades, how many were held till expiration vs managed, the count of losers and winners, the average loss and win, and the overall win rate.

Margin and Commissions

Decide whether margin collateral should be held in 3-month US treasuries earning the risk-free rate or something more exotic.

Define the commission rate to use throughout the backtest.

Discern how collateral allocation and trade fees influence the bottom line.

Performance Statistics

Using the portfolio’s start and end values and the backtest start and end dates, the annualized geometric return (CAGR), annualized volatility and risk-adjusted return (sharpe ratio) are calculated.

Risk Management

Identify the portfolio’s most extreme activities such as max drawdown, max drawdown duration, max drawdown date, best and worst trades and best and worst monthly return.

Transparent Research

Receive granular reports, trade logs and any additional resources used.

Summary Spreadsheet

Review high-level equity curve charts and tabular, side-by-side performance characteristics for all backtests in the commissioned research.

Review a simulated 10-backtest summary spreadsheet on fictitious underlying “XYZ.”

Calculation Spreadsheet

Dive deep into strategy characteristics like accumulated trade commissions, running margin utilization, interest earned on portfolio cash, portfolio drawdowns and more, each calendar day in the backtest.

Trade Logs and Supplemental Data

Receive a copy of the raw trade logs along with any custom filters or tools built to model the portfolio, strategy, or proprietary signal in accordance with the strategy methodology and requirements.

Pricing and Examples

Single Leg

starting at

$99

Example SPX Short Put 45-DTE Leveraged Options Backtest

Two Leg

starting at

$119

Example SPX Short Vertical Put 7-DTE Options Backtest

Iron Condor

starting at

$149

Example SPY Short Iron Condor 45-DTE Options Backtest

“The Wheel”

starting at

$299

Example SPY 45-DTE Wheel Backtest

Equity

starting at

$299

Example IWM Equity Backtest

All prices are in USD.

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