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Find your trade with our extensive library of strategy insights.

Access comprehensive risk, return and general performance metrics for thousands of strategies and identify trades that can help you achieve your portfolio objectives.

Extensive Research

Unique, quantitative research that can help you find your winning strategy.

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.

Comprehensive Performance Metrics

Access over 20 key performance indicators that characterize each strategy. 

CAGR

Sharpe Ratio

Annual Volatility

Premium
Capture

Gains spent on Commission

Capital
Efficiency

Starting
Capital

Average Margin Utilization

Max Margin Utilization

Max Margin Utilization Date

Average Monthly
Profit and Loss

Average Daily Profit and Loss

Best Monthly Return

Worst Monthly Return

Max Drawdown

Max Drawdown Date

Max Drawdown Duration

Average Trade Duration

Average Trade Delta

Win
Rate

Total Profit and Loss

Research may not include every key performance indicator listed.

Frequently Asked Questions

Have a question? Get a prompt response from a friendly and knowledgable support team by asking us here.

Find your trade today.