Explore historical performance data for our trading strategies. Analyze results, understand risk metrics, and make informed decisions.
Welcome to the MachineTrader Backtests Library. Each backtest below represents a comprehensive historical analysis of a trading strategy. View detailed performance metrics, equity curves, drawdown analysis, and trade-by-trade breakdowns. Use this data to understand how strategies have performed historically before deploying them in your own trading.
A backtest simulates how a trading strategy would have performed using historical market data. Each backtest report includes:
Multi-leg options strategies with defined risk profiles
Neutral Options Income Strategy
A market-neutral options strategy that profits from low volatility. Combines a bull put spread and bear call spread with the same strike price for the short options.
Extended Analysis with Comparisons
An extended version featuring detailed comparison tables, monthly performance breakdowns, and comprehensive risk metrics across multiple market conditions.
Import these flows into MachineTrader to run full historical backtests
Mean-Reversion Strategy Backtest
A complete Node-RED backtest flow for the NVDA EMA z-score mean-reversion strategy. Fetches historical 1-minute bars from Alpaca and runs the full EMA engine simulation with detailed results.
Equal-Weight Portfolio Backtest
Backtest an equal-weight Magnificent 7 portfolio purchased on January 2, 2025. Import the Node-RED flow to run a full historical analysis with per-stock breakdowns.
Event-driven strategies centered around earnings announcements
Bullish Earnings Play Strategy
A long-only strategy that takes bullish positions around daily earnings announcements. Capitalizes on positive earnings surprises and momentum following strong quarterly reports.
Bearish Earnings Play Strategy
A short-only strategy that takes bearish positions around daily earnings announcements. Aims to profit from negative earnings surprises and downward momentum.
Past performance is not indicative of future results. Backtesting has inherent limitations and may not account for all market conditions, slippage, or execution issues. These backtests are provided for educational purposes only and should not be considered investment advice. Always conduct your own research and consider your risk tolerance before trading. Paper trade thoroughly before deploying any strategy with real capital.
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