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.
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.
Over ten million trade occurrences have been scanned from option chains, analyzed and reported in a neutral assessment of strategy performance.
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.
Gains spent on Commission
Average Margin Utilization
Max Margin Utilization
Max Margin Utilization Date
Profit and Loss
Average Daily Profit and Loss
Best Monthly Return
Worst Monthly Return
Max Drawdown Date
Max Drawdown Duration
Average Trade Duration
Average Trade Delta
Total Profit and Loss
Research may not include every key performance indicator listed.