Shadowfolio Backtest

Shadowfolio backtests a stock or ETF trading strategy you describe in plain English, then paper-trades it from today. No account or broker needed.

It turns your words into exact rules, asks for anything you left open (what to trade, when to buy, when to sell, how often to rebalance, how to size positions), and backtests them over the last 12 months of end-of-day prices for US stocks and ETFs.

You see total return, max drawdown, Sharpe ratio, volatility, win rate and the number of trades next to a benchmark (SPY unless you name another), with the equity curve and month-by-month returns. Change any rule in the card, or in words, and run it again.

Save a strategy and Shadowfolio keeps a hypothetical 10,000 shadow portfolio of it, updated after every US market close, so you can come back and see how it would be doing since the day you saved it. Ask "how is strategy #1 doing?" any time, or share a link to its record.

Rules you can use: price against a moving average, moving-average crosses, RSI levels, returns over a period, distance from a recent high, market filters on another ticker, momentum or low-volatility ranking, stop losses, take-profits, holding periods, fixed weights and inverse-volatility sizing.

Limits:

• Hypothetical results only. Shadowfolio never gives investment advice, never suggests securities or strategies, and cannot place trades or connect to a broker.
• US-listed stocks, ETFs and mutual funds; daily closing prices (no intraday). End-of-day prices come from Yahoo Finance.
• Trades fill at the close with a cost you can set (0.05% by default); no taxes.
• Index presets use today's members for the past year, which flatters past results; results say so.
• No accounts: saved strategies are kept under ChatGPT's anonymous user ID. Say "Delete my Shadowfolio data" to delete them.