The backtester supports 20+ pre-built strategies through a simple three-step wizard — including single legs, spreads, straddles, strangles, iron condors, covered calls, and calendar spreads. An advanced mode exposes full control over every parameter: arbitrary multi-leg configurations, stock legs, distribution weights, per-leg stops, and rebalancing periods.
Results include a performance chart, a strategy-vs-underlying comparison, a returns breakdown by year/month/day, key statistics (total return, Sharpe ratio, max drawdown, CAGR, volatility), and a full data table with CSV export. The REST API is also open with no key required — POST a JSON payload and get back a row-by-row portfolio simulation. Current data end date is March 5, 2026.
Options data is aggregated from publicly available sources including Yahoo Finance, community channels, and other free data providers. As with any aggregation effort, occasional gaps or inconsistencies may exist.
The historical options dataset for US-listed options is now final — extended backfill is no longer possible due to a key data source moving to a paid model. However, ongoing options data will continue to be added going forward.
ATM definition: "At-the-money" is defined as options with a strike within ±1% of the current underlying price. Depending on the ticker and strike spacing, some may have many ATM options while others may have none.
There is currently no server-side minute-by-minute simulation endpoint. The computational cost of running or storing this data server-side is prohibitive, so all simulation is handled client-side using a Black-Scholes model anchored to actual midpoint/mark data.
As a result, simulated data cannot be exported via the API — it is generated live in your browser when you view an interactive chart.