CLOSED BETA · SEPTEMBER 2026

Prove the edge.
Then trade it.

Backtest.ai gives systematic options traders what the fixed-menu tools can't: the ability to express an original idea, the statistics to know if it's real, and the loop to trade it live with confidence.

Early access for serious options traders. No spam, ever.

vol_breakout_v3 · backtest result1m 18s
TOTAL RETURN+479.2%
ANNUALIZED+34.0%
SHARPE1.41
MAX DD-17.0%
2019202020212022202320242025
StrategySPYvs SPY +321.5%
HOW IT WORKS

Idea in. Evidence out.

Three stages between a hunch and a live account.

1Build

Open data, a simple DSL.

Other testers hand you a menu of indicators. We hand you the data. Write any signal you can express, or start from 100+ templates.

2Prove

Tell a real edge from noise.

Scatter, distribution, and decile plots render on every signal automatically. Walk-forward models catch the curve-fit before your capital does.

3Trade

What you validate is what you trade.

Backtest at broker fidelity. Real margin, market accurate fill and slippage model. Then promote the exact tested strategy to paper or live.

WHY IT'S DIFFERENT

Built for the question the others skip:
is it real?

SIGNALS & EDA

Research the idea, not just the trade.

Every backtester answers "what did this trade return?" We answer the more important question first: does your signal predict anything at all? Correlation, distribution, and decile evidence before you risk a single run.

MODELS

Validation that survives contact with the future.

Models train walk-forward: fold tables, coefficient stability, out-of-sample scatter. Memorizing the past doesn't pass. Use model outputs as entry gates or sizing functions; a construct no closed platform has.

SIMULATION

No fantasy fills. No margin surprises.

The backtest can't take a position your broker would reject, and can't exit at a price the market never showed. Market accurate fill and slippage model, margin simulation, and sizing that survives the broker's math.

DEPLOYMENT

The backtest is the deployment.

Promote a backtest, or an allocation-weighted portfolio, and the platform snapshots every signal, model, and parameter. Backtest, paper, and live run the identical engine, and every event lands in an append-only ledger.

VS. THE TOOLS YOU KNOW

If your current tool can do all this, keep it.

Backtest.ai
Closed backtesters
Signal construction
Write any signal you can imagine in a simple DSL
A fixed menu of preset indicators
Statistical validation
Scatter, distribution, decile plots on every signal
None. You eyeball an equity curve
Models
Walk-forward-trained models as entry gates or sizing functions
Doesn't exist
Execution realism
Market accurate fill and slippage model, Reg-T & portfolio margin
Mid-price fills, flat slippage, "ignore margin" toggles
Research → live
Promote the exact tested strategy, backtest and live use same engine
Re-express your rules in a separate bot builder
Data depth
Minute resolution since 2012
2013 at best; often 2022, often daily
Infrastructure
Fully managed — no data subs, no VPS, no code to host
Your problem the moment you leave the menu

Signal construction

Backtest.aiWrite any signal you can imagine in a simple DSL
Closed backtestersA fixed menu of preset indicators

Statistical validation

Backtest.aiScatter, distribution, decile plots on every signal
Closed backtestersNone. You eyeball an equity curve

Models

Backtest.aiWalk-forward-trained models as entry gates or sizing functions
Closed backtestersDoesn't exist

Execution realism

Backtest.aiMarket accurate fill and slippage model, Reg-T & portfolio margin
Closed backtestersMid-price fills, flat slippage, "ignore margin" toggles

Research → live

Backtest.aiPromote the exact tested strategy, backtest and live use same engine
Closed backtestersRe-express your rules in a separate bot builder

Data depth

Backtest.aiMinute resolution since 2012
Closed backtesters2013 at best; often 2022, often daily

Infrastructure

Backtest.aiFully managed — no data subs, no VPS, no code to host
Closed backtestersYour problem the moment you leave the menu

Honest caveat: if a preset menu covers your ideas and a green equity curve is proof enough, keep your tool. Switch when you have an edge to prove, or an idea the menu can't hold.

THE .AI PART

An AI that computes, not chats.

An AI quant assistant, not a chatbot: it writes DSL, wires signals, and runs real computations you can inspect. Ask it to build. Ask it to explain. Never ask it to guess, it won't.

FAQ

Straight Answers.

Good, skepticism is the point of the product.

When does early access open?

We're targeting September 2026. Subscribers get in first, the earlier you join the list, the earlier your invite.

Is the engine a black box?

No. The engine is deterministic. The same inputs produce the same fills, every run. And "open" isn't just the DSL and open data: the whole engine is documented. The fill model, the methodology behind every metric, the assumptions the engine makes, it's all written down and inspectable. You can build any signal you want through the DSL without writing engine code or running your own infrastructure, and see exactly how every result was produced.

How is this different from OptionOmega or OptionAlpha?

They're strategy testers: pick from a menu of filters, get an equity curve. We're a quant platform: write any signal on the raw data, validate it statistically, and deploy the exact tested strategy live. Their workflow is a subset of ours.

What data do you have?

Minute-resolution stock and etf data, options chains, quotes, greeks, IV, back to 2012, plus point-in-time earnings and macro calendars. 10+ liquid symbols at launch (SPX, SPY, QQQ…), expanding by vote of the early cohort.

Do I need to know how to code?

If you can read a few lines of a formula, you can write a signal. The DSL is simple and the AI assistant explains, extends, and debugs it with you. There's nothing to host or maintain.

How realistic are the backtests?

Dedicated slippage, market impact, and fill models reproduce real execution conditions instead of idealized fills, so results survive contact with live markets. What you validate is what you trade.

What will it cost?

Pricing lands with the beta. Waitlist members see it first, and the founding cohort locks a rate that never goes up while subscribed. There will be a free tier generous enough to prove the engine is real.

Your best idea deserves a real test.

Join the waitlist, bring the strategy your current tool can't express.

2012data back to
unlimitedsignals
1 loopidea → live

Early access for serious options traders. No spam, ever.