Backtest strategy ideas on real data
Three rule-based templates — momentum, mean reversion, MA crossover — with preset-based configuration, transaction cost modelling, and parameter sensitivity grids.
Peer-grade fundamental context
Dynamic peer discovery via screener. Same-exchange sector peers and global comparables with P/E, P/B, ROE, D/E, and performance windows.
Honest risk metrics
Sharpe ratio, maximum drawdown, Calmar ratio, hit rate, profit factor, and yearly sub-period breakdowns. No cherry-picked numbers.
ML signal generation
Walk-forward validated models (Logistic, XGBoost, LightGBM) with Monte Carlo permutation testing and anomaly detection.
Any listed stock, any exchange
NSE, BSE, NYSE, LSE, TSE, and global exchanges. Daily OHLCV with adjusted prices, corporate action handling, and data quality scoring.