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, creating a "butterfly" shape on the profit/loss diagram.
Extended Analysis with Comparisons
An extended version of the Iron Butterfly backtest featuring detailed comparison tables, monthly performance breakdowns, and comprehensive risk metrics. Includes analysis across multiple market conditions.
Equity-based trading strategies using technical analysis
Statistical Arbitrage Approach
A quantitative strategy that exploits the tendency of prices to revert to their historical average. Identifies oversold and overbought conditions using statistical measures to time entries and exits.
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 following disappointing reports.
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.
