Strategy Configuration

Configure the basic settings for your backtest including strategy name, universe selection, and date range.

Strategy Name & Tags

Strategy Name

Give your strategy a descriptive name that reflects its logic.

Examples:

• RSI Mean Reversion
• Momentum Breakout - Tech Stocks
• Golden Cross Long-Term

Tags (Optional)

Add comma-separated tags to organize strategies.

Examples:

• momentum, tech, short-term
• mean-reversion, oversold
• trend-following, long-only

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Universe Selection

Choose which stocks to test your strategy against.

Index Mode

Select from predefined market indices:

Index	Description	Stock Count
S&P 500	Large-cap US stocks	~500
NASDAQ 100	Top 100 NASDAQ-listed stocks	~100
Dow Jones	Dow Jones Industrial Average	30
All	All available stocks	Variable
Sector	Filter by one of 11 market sectors (Technology, Healthcare, Financial, Energy, Industrials, Consumer Cyclical, Consumer Defensive, Basic Materials, Communication Services, Utilities, Real Estate)	Variable
Custom Basket	Your own watchlist	Variable

When to use:

• Testing strategies across broad markets
• Sector rotation strategies
• Portfolio-level backtests

Ticker Mode

Manually enter specific stock symbols.

Format: Comma-separated tickers

AAPL, MSFT, GOOGL, TSLA, NVDA

When to use:

• Testing on specific stocks
• Focused sector analysis
• Small watchlists (< 20 stocks)

Custom Baskets

Create and save custom stock lists for repeated testing.

Steps:

1. Navigate to Baskets page
2. Click Create Basket
3. Add tickers and save
4. Select basket in strategy configuration

Use cases:

• Personal watchlists
• Sector-specific groups (e.g., "EV Stocks", "Cloud Software")
• Curated portfolios

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Date Range

Select the historical period for your backtest.

Start Date & End Date

Format: YYYY-MM-DD (e.g., 2020-01-01)

Plan Limits (daily timeframe):

• Free: 5 years maximum
• Essential: 10 years maximum
• Pro: 20 years maximum

Intraday data (Pro only): Up to 5 years of history

💡 Tip: Use at least 2 years of data to capture different market conditions (bull, bear, sideways).

Choosing the Right Date Range

Short-term strategies (< 5 days hold):

• Minimum: 1 year
• Recommended: 2-3 years

Medium-term strategies (5-30 days hold):

• Minimum: 2 years
• Recommended: 5-10 years

Long-term strategies (> 30 days hold):

• Minimum: 5 years
• Recommended: 10+ years

Common Date Ranges

Period	Start Date	End Date	Use Case
Recent Bull Market	2020-01-01	2024-12-31	Test in growth conditions
COVID Crash	2020-01-01	2020-12-31	Test volatility resilience
Full Cycle	2015-01-01	2024-12-31	Balanced test period
Long-term	2010-01-01	2024-12-31	Capture multiple cycles

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Enable Short Positions

Toggle to allow short selling in your strategy.

When enabled:

• You can define short entry/exit rules
• Strategy can profit from falling stocks
• Useful for market-neutral strategies

When disabled:

• Long-only strategy
• Simpler to manage
• Suitable for most retail strategies

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Best Practices

✅ Use descriptive names — Makes it easier to find strategies later
✅ Test multiple periods — Don't just test recent bull markets
✅ Start with indices — Easier than picking individual stocks
✅ Validate with out-of-sample data — Test on periods not used for optimization

❌ Avoid overfitting — Don't optimize parameters to fit one specific period
❌ Don't cherry-pick dates — Excluding bad periods gives false confidence

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Next Steps

• Entry & Exit Rules — Define your trading logic
• Risk & Settings — Configure capital and costs

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