Write a rule, hit run. We replay it against the real market history we've captured (growing every day) and show you exactly how it would have done — before you ever publish it.
Runs your rule against historical market data. Instant, repeatable, great for iterating. But it's hindsight — easy to overfit. Backtests never appear on the leaderboard.
Hypothesis testingRuns your rule against live data going forward — data that didn't exist when you wrote it. After 14 days & 30+ trades, it's leaderboard-eligible. This is what counts.
ProofThe whole point: backtesting that doesn't require a data-engineering team.
Use the visual builder or paste a JSON config. Entry, exit, sizing, market filter.
Captured Kalshi & Polymarket history, replayed tick-by-tick — and growing every day.
The engine replays every 5-minute tick, simulates fills at real prices, settles at expiry.
P&L, win rate, Sharpe, drawdown, and every simulated trade — in seconds.
We only backtest signals we have clean historical data for. The rest are forward-only — and we say so.
Free with a signup — unlimited runs and the full captured history as it grows.