About the backtester
Test a stock strategy on 12 years of daily prices for every stock on Oslo Børs and Nasdaq Stockholm, Copenhagen and Helsinki. Choose the stocks, filters and ranking, how many to hold and how often to rebalance, and compare return, drawdown and Sharpe ratio with an equal-weight benchmark after trading costs.
Describe your idea, and AI builds it
Write the strategy in plain words, for example “the 10 cheapest Oslo stocks by P/E that pay a dividend, rebalanced every quarter”. Claude, the AI assistant, turns it into settings, runs the backtest and explains the result. You can try it without an account.
Test it properly
Check that a result isn't luck with the optimizer and with cross validation from several start dates, add slippage and a stop-loss, and follow a strategy from today with live paper trading.
Every result shows Sortino, Calmar, beta, the information ratio and the worst drawdowns, and a factor regression that tells real alpha from exposure to small caps, momentum or low volatility. A walk-forward test picks settings without hindsight, and the Deflated Sharpe Ratio says how likely the best setting's edge is to be real. Download the equity curve, trades and holdings as CSV or JSON.
Your own ideas, not just presets
Write formulas such as rank(roe) - rank(pe), import your own factors or series from a spreadsheet, size positions by volatility or rank, go long, short or both, and time the market on the index, the policy rate or your own data.
Backtests are simulations on historical data, not investment advice. Past results don't guarantee future returns. Companies that were delisted are not in the data, which makes results look somewhat better than reality.