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Empirical backtest reports, quantitative trading strategies, and risk-adjusted portfolio analytics to give you an unfair edge in the markets.
Test momentum indicators, mean-reverting bands, and custom risk-sizing rules in our no-code Strategy Builder with historical market data.
Discover how empirical mean-reversion anomalies generate 70%–78% win rates on SPY and QQQ. We rank 7 battle-tested strategies—including Internal Bar Strength (IBS), Connors RSI(2), and Double 7s—with 30-year backtests, execution latency decay metrics, and slippage reality checks.
Backtesting the high-win-rate 2-period RSI swing trading strategy across 500 liquid US equities: 78% win rate, 5-day SMA exit rules, and 200-day trend filters.