Build a strategy. Backtest 15 years. Top the leaderboard.

Design a rule-based investment strategy, backtest it against 15 years of real daily market data for 200+ US stocks & ETFs, and see how it ranks against everyone else. No login, no cost.

New here? See how the scoring works, read the taxes & turnover notes, or learn more about StratPick.

πŸ› οΈ Strategy Builder
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🎲 Robustness League

1 Β· Pick your universe

Preset: Mega-cap tech Preset: Sector ETFs Clear

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2 Β· Choose a strategy

What these strategy types mean
Buy & Hold β€” buy your picks in equal amounts and hold the whole time. The simplest baseline.
Fixed allocation β€” hold your picks at equal weight, rebalancing back to equal on a set schedule.
Trend (price > moving average) β€” own a stock only while its price is above its moving average; move to cash on that name when it drops below.
Momentum (hold top-N) β€” each rebalance, hold the N stocks with the strongest return over the lookback window.
Mean reversion (RSI) β€” buy oversold stocks (RSI below your "buy" level) and sell once they recover (above your "sell" level).
Custom factor model β€” score every stock on the factors you weight below and hold the top-ranked, rotating as ranks change.

Full write-ups on the Scoring page β†’

what's this?
An optional safety switch. It moves your whole strategy to cash whenever the benchmark drops below its 200-day average β€” a sign the market's long-term trend has turned down β€” and re-invests once it climbs back above. Sitting out the big, drawn-out crashes cushions the worst drawdowns, but it also steps out of short dips that recover quickly, so it usually lowers total return: a trade of some upside for a smoother ride. More β†’

Factors are computed from 15 years of price data (point-in-time, no look-ahead). Fundamental factors (P/E, ROIC…) require historical financials and are a planned add-on.