Backtests
Replaying a screener's rules over past trading to see how its picks would have done.
Sources
The same price history and broker flow the screeners use, read as of each historical date, so no replay sees data from its own future.
Coverage
Daily bars from Mar 30, 2000. 219 parameter-sweep runs since Sep 5, 2026 and 67 saved backtests.
Update frequency
On demand.
What an agent can do alone
With an account, an agent can run and compare backtests. Results describe how rules related to past market conditions; they are not a promise of future returns.
Known gaps
Intraday replays after Sep 4, 2026 use hourly bars, because one-minute bars stop there. Backtests replay event rules against bars; they do not simulate order fills, fees or market impact unless the run says it does.
When it fails
A backtest reports the data coverage behind it alongside its results, so a thin period is visible rather than averaged away.
Measured Oct 13, 2026. Each number comes from a query kept next to it in this page's source.