Strategy Backtests

What would have happened if you'd followed our scanners' buy candidates? We test every strategy against historical prices — honestly, bankruptcies included, with no peeking into the future.

At the start of every month, we buy that month's buy candidates for the strategy (fundamental data lagged 75 days, no look-ahead), hold for at most 12 months, and exit on a 20% trailing stop. Delisted names are marked down to their real bankruptcy prices. The goal: every scanner lined up here side by side for comparison.

What to expect here soon

In progress

An honest backtest for every scanner

For each strategy, we'll show the average return per trade — once with a 20% trailing stop, once without — and stack it up against the Nasdaq-100 ETF QQQ. After all, anyone could just buy that and leave it alone.

Metrics that matter

Hit rate, median return, average winner and loser, best and worst trade — and how every position ended: stop triggered, time ran out, or bankruptcy.

A clear verdict at a glance

Every strategy gets a thumb: 👍 if it beat a simple QQQ buy-and-hold over the same period, 👎 if it didn't. No creative accounting, no fine print.

Methodology, spelled out

We explain in plain terms how the backtest works: why fundamentals only flow in with a 75-day lag (point-in-time), why bankruptcies and delistings stay in the data, and what a trailing stop actually is.

The number-crunching is underway — strategies will go live one by one. Check back soon.