02 · Prove
Test it before you trust it.
A backtest runs your exact rules over real market history, month by month — costs, drawdowns and all. What would have happened. Not what will.
Month by month, 21+ years. Every rebalance recomputed on real market data — no shortcuts, no smoothing.
Costs at every step. Trading costs are charged inside the simulation, not footnoted after it.
The benchmark can win. This one trails the S&P 500 on return — and shows it. Less than half the drawdown is the trade.
How it works
Define. Run. Read.
Backtesting isn't a report you order — it's a loop you live in. Change a rule, run it back, read what history says.
Instruments
Screening
Allocation
Risk · Position exits
Define
Five decisions, one panel. The rules you see are the rules that run.
Run
Every month since 2005 recomputed — screeners re-picked, weights reset, costs charged, exits honored.
Read
Growth above, drawdown beneath — dated, benchmarked, yours to inspect.
Instruments
Screening
Allocation
Risk · Position exits
Not what will.
The app prints a line like it under every screener backtest — because a backtest that hides its assumptions is a sales pitch. Here's what's inside ours.
Drawdown comes first-class
Every result carries its drawdown chart beside the growth curve — the honesty pair. The worst stretch is never a footnote.
Costs & interests, charged inside
Trading costs and leverage interest are charged at every rebalance inside the simulation — and itemized in their own view after it.
Taxes and reinvestment, explicit
Taxes have their own view; reinvesting profits is a setting you control, not a silent assumption baked into the curve.
Not just strategies
You can backtest a screener, too.
Before a screener ever powers a strategy, you can put it on trial by itself: did these picking rules actually beat the market they filtered?
What gets tested
Just the picking rules — the shortlist re-picked every month since 2000, held for every fixed horizon from 1 to 24 months. No allocation, no exits: selection skill, isolated.
An honest benchmark
Picks are measured against the same pool before filters — beating “all instruments” is the only edge that counts, and sometimes the answer is no.
The detail lives with the screeners
Per-horizon edge, per-filter impact, what to prune — the full screener backtest has its own home.
Explore Screeners →History has an opinion. Ask it.
30-day free trialon paid plans. Free forever.Start from scratch, or from a Library strategy that already carries its evidence.
Fincanva is for education and illustration only. It is not personalised financial advice, and past or simulated results do not predict future ones. Read the Terms Addendum