PlainQuant

Demo: Moving-average trend on US stocks

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How honest is this number?

Raw backtest result12.8% a year
Honest estimate 12.8% a year

The gap is what most backtests miss.

Survivorship Includes delisted stocks

Universe: point-in-time weekly 2018-01-01..2026-10-26. Factor applied: 1.0.

Testing only today's listed companies skips those that went bust, went private or left the index — often the worst losers — so almost any rule looks better. We test on the stocks available on each past date, delisted ones included where the data has them.

Overfitting Low risk of a lucky fit

Strategies tried on these stocks: 1 (about 1.0 independent). Chance it isn't luck: 94.3%. Discount: 0.0%.

Try enough settings and one will look great by chance. We count your tries, test on years the rule wasn't tuned on, and discount the result. A rule that works for only one setting is describing the past.

Costs Realistic costs included

Before costs 12.8% a year; after costs 12.8% (us_default).

Every trade pays commission, exchange fees, Hong Kong stamp duty and the bid-ask spread; frequent trading can lose most of its paper profit to them. We charge broker-like fees on every simulated trade and show what costs took.

87k132k178k223k268k2020202120222023202420252026
87k132k178k223k268k2020202220242026
Equity; shaded bands are the test folds.

Test folds

PeriodDatesReturn a yearWorst dropSharpeTrades
Fold 12019-10-01 – 2022-01-2821.3%-28.3%—113
Fold 22022-01-31 – 2024-05-31-0.3%-28.4%—135
Fold 32024-06-03 – 2026-09-3018.7%-23.4%—98
Whole window2019-10-01 – 2026-09-3012.8%-34.5%0.60346
Data and run details

84 of 1270 names with bars in the window are outside the point-in-time universe for all of it (never entered)

7 delisting exits inferred from data gaps; priced at last close x recovery 1

Basis: total return: dividends reinvested, splits adjusted (adj_factor). Window 2019-10-01 to 2026-09-30. Data 20261104c-xnas-repaired, engine 0.1.3.

Trades

Showing the latest 100 of 356 trades.

StockBoughtSoldReturnWhy sold
SWK2026-07-172026-09-30-0.7%still held
PANW2026-08-042026-09-3012.9%still held
PAG2026-07-062026-09-3012.9%still held
ILMN2026-08-202026-09-3036.4%still held
HUM2026-07-202026-09-30-4.7%still held
GFL2026-08-252026-09-300.5%still held
DG2026-09-012026-09-30-5.8%still held
CTAS2026-08-252026-09-30-5.7%still held
CORT2026-07-292026-09-3021.2%still held
COR2026-08-062026-09-30-6.6%still held
UNH2026-05-282026-09-012.2%rule
STX2025-10-302026-08-25214.6%rule
HWM2025-06-232026-08-2555.8%rule
ALLY2026-06-082026-08-201.5%rule
DVA2026-04-142026-08-0623.5%rule
ICLR2026-07-292026-08-04-13.1%stop
MU2026-07-242026-07-29-13.3%stop
LSCC2026-05-192026-07-29-2.0%rule
TEAM2026-07-082026-07-24-5.4%rule
MDB2026-07-022026-07-20-13.0%stop
ELV2026-07-022026-07-17-11.7%stop
COHR2026-01-132026-07-0865.4%rule
Q2026-06-182026-07-06-8.5%stop
LITE2026-03-192026-07-0214.6%rule
HUT2026-06-292026-07-02-15.7%stop
BE2026-06-172026-06-29-4.6%stop
ON2026-06-162026-06-18-6.6%stop
FTI2026-04-222026-06-17-7.8%rule
APA2026-05-182026-06-16-12.9%stop
AUR2026-06-012026-06-08-17.3%stop
AAOI2026-05-222026-06-01-15.1%stop
DVN2026-03-062026-05-28-0.4%rule
WMT2025-11-212026-05-2212.9%rule
AEIS2026-03-202026-05-19-7.0%rule
AA2026-02-232026-05-185.1%rule
NOC2026-02-132026-04-22-11.9%stop
T2026-03-232026-04-14-10.0%rule
BE2026-03-202026-03-23-8.3%stop
AU2025-04-102026-03-20138.3%rule
AEM2025-03-062026-03-2089.1%rule
EQX2026-02-052026-03-19-15.7%rule
IONS2025-11-182026-03-061.5%rule
ASTS2025-12-042026-02-2326.2%rule
RVTY2025-11-212026-02-132.6%rule
MEDP2025-11-192026-02-05-4.7%rule
LITE2026-01-072026-01-13-11.3%stop
COKE2025-12-182026-01-07-11.0%stop
CRWD2025-11-172025-12-18-11.1%stop
W2025-11-242025-12-04-9.8%stop
CRDO2025-07-222025-11-2446.9%rule
CYBR2025-05-232025-11-2120.3%rule
CCJ2025-08-072025-11-216.4%rule
PLTR2025-04-102025-11-1989.7%rule
NET2025-07-252025-11-18-2.4%rule
NBIS2025-09-102025-11-17-8.6%rule
MO2025-04-042025-10-305.9%rule
CNM2025-05-232025-09-10-6.4%rule
MOS2025-06-162025-08-07-13.0%stop
DRI2025-02-262025-07-254.3%rule
LNG2025-05-142025-07-22-3.1%rule
DUOL2025-06-062025-06-23-10.7%stop
ORLY2025-03-112025-06-160.0%rule
BJ2025-03-072025-06-06-1.0%rule
MOH2025-05-132025-05-23-4.0%rule
CVS2025-04-092025-05-23-8.1%rule
ELV2025-04-092025-05-14-10.7%stop
AEE2025-03-112025-05-13-4.2%rule
DGX2025-04-042025-04-09-5.9%rule
OKTA2025-03-052025-04-07-18.9%stop
HWM2024-03-182025-04-0760.6%rule
EQT2024-12-302025-04-07-3.1%rule
MMM2025-03-132025-04-04-11.0%rule
DE2025-03-072025-04-04-10.9%rule
ES2025-03-112025-03-13-3.7%rule
LPLA2024-12-112025-03-11-5.2%rule
HOOD2025-01-152025-03-11-17.9%stop
BSX2025-03-042025-03-11-10.0%rule
WMB2024-07-182025-03-0731.5%rule
EXE2024-12-312025-03-07-3.4%rule
TRGP2024-08-082025-03-0639.2%rule
AFRM2024-10-312025-03-0530.1%rule
INCY2025-02-242025-03-04-3.2%rule
RDDT2025-01-062025-02-26-10.9%stop
VST2025-02-062025-02-24-12.3%stop
GME2024-12-202025-02-06-13.1%stop
NVDA2024-12-312025-01-15-3.2%rule
CVNA2024-07-292025-01-0640.6%rule
NTNX2024-10-292024-12-31-4.2%rule
FICO2024-08-072024-12-3120.3%rule
MANH2024-07-252024-12-308.4%rule
ABNB2024-11-122024-12-19-5.0%rule
GWRE2024-09-092024-12-115.5%rule
AEM2024-05-312024-11-1212.4%rule
SMMT2024-10-282024-10-31-12.7%stop
PHG2024-09-252024-10-29-14.6%stop
VLTO2024-04-162024-10-2816.7%rule
REGN2024-07-262024-09-25-1.9%rule
ALLY2024-02-282024-09-0910.6%rule
MPWR2024-07-192024-08-08-8.9%stop
FSLR2024-07-292024-08-06-9.2%rule