Backtesting and performance analytics for US stocks
What you earned versus what the market handed you, after every cost, with error bars.
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Your broker tells you how much you made, not whether you'll make it again. TickerVue breaks your P&L into skill, market and luck, and shows exactly what your costs take.
Skill or luck
A good year proves less than it feels like. This is how often a trader with no edge, sizing and timing trades exactly like you, would have done as well.
of the time, chance alone does this well
Each day keeps its P&L, but its direction becomes a coin flip. That holds your sizing, your timing and your fat tails fixed and removes only the edge, so the spread of outcomes is what zero skill looks like for a record exactly like yours.
The test is repeated without your largest winners and losers, so no single outlier carries it. Across several strategies, the verdict is corrected for testing them all at once.
Alpha and beta
Part of every return is just the market rising. What's left is yours, and its bounds tell you how long until it's proven.
Alpha confirmed after 9 months
Each day's return is its P&L over the most capital you actually had at work, so idle cash never dilutes it. Those returns are regressed on the benchmark's total return, dividends included, which splits them into beta and alpha, each with its uncertainty.
Time to confirmation assumes alpha and its day-to-day noise hold as measured, so the bounds narrow with the square root of time.
Costs
Commissions, fees and borrow add up quietly. See each one against the trade that paid it, and what's left.
of gross went to costs
Commissions, exchange and regulatory fees, and borrow come from your broker's own records, tied to the trade that incurred them. Borrow charged to the account as a whole, rather than to one trade, gets its own line.
Most backtests fill on the candle. Your broker doesn't. Every test here runs on what you could actually have traded, at what it would actually have cost.
Invest long-term
Put your portfolio on the efficient frontier, stress it through history, and get the exact changes that improve it.
Trade intraday
Most backtests will happily fill you at prices and sizes you'd never get. Ours is calibrated with machine learning to fill you the way the market actually would, at the fees you actually pay.
Once you're live, every trade updates the estimate. The bounds tighten as the evidence comes in, so you learn whether the edge is real, or never was, as early as the numbers allow.
The backtest's estimate of P&L per trade, with its uncertainty, is the prior. We replay the exact days you traded and pair every live trade with its simulated twin. The gaps in fills, fees and borrow feed one joint model of signal and execution, and every new trade moves the posterior.
When the numbers can't settle it, go to the market itself.
Price
Intraday to five years, with indicators and drawing tools. Try it right here.
Signal
Live movers sorted by signal, so you start from structure, not noise.
Breadth
Is the move broad, or carried by a few names?
Regime
Rates, inflation, volatility and earnings, next to every decision.
Market
Macro
Research
Portfolio
Ask the Guild
Ask about anything on any page, then build on it.
Each page publishes a typed snapshot of what it shows and a written guide to how its numbers are made. The Guild plans in typed requests that the server validates before anything runs, answers from first-party market and portfolio data, and acts only through controls the page itself exposes.
Page content reaches the model only through fenced-off checks, so none of your personal information is shared without your consent.
Closed beta — beta-list emails get full access instantly.
