Backtest US stocks and ETFs

What is covered

• ETFs: SPY, QQQ, IWM, DIA, GLD, TLT and more
• Large stocks: Apple, Microsoft, Nvidia, Amazon, Alphabet, Meta, Tesla and others
• Daily candles across decades, hourly candles for about two years and 5 to 15 minute candles for about two months
• Commission and SEC and FINRA fees per order, profit in dollars

How the backtest reads US prices

Orders are in whole shares and fill at the candle price your rules ask for. Times follow New York, including the daylight saving changes in March and November, so a strategy set for 10:00 trades at 10:00 New York time all year.

Options and futures on US names are not covered yet.

Questions

Why is minute history for US stocks short?

Free US minute data only goes back a few weeks. Daily history goes back decades and hourly about two years, so longer tests use those candles.

Are pre-market and after-hours trades included?

No. Only the regular 09:30 to 16:00 New York session is used.

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