TickRun is a research tool. It uses saved historical daily data and does not provide live prices, forecasts, recommendations, or investment advice.

Quick start

  1. Choose a ticker

    Open the searchable ticker list and select a company. The company name appears next to its symbol.

  2. Choose a strategy

    Select one of the 40 strategies. TickRun loads that strategy’s default parameters and shows only relevant controls.

  3. Set capital and costs

    Enter starting capital and estimated transaction cost in basis points. One basis point is 0.01%.

  4. Run the backtest

    Select Run backtest. TickRun requests the selected ticker’s latest saved ten-year history from the server and calculates the result in your browser.

Backtest controls

ControlMeaning
TickerThe locally stored company history to test. Search by ticker symbol or company name.
StrategyThe indicator and entry/exit rules to apply.
Initial capitalThe starting portfolio value used for the strategy and Buy & Hold benchmark.
Cost (bps)Transaction cost deducted whenever the position changes. It applies on both entry and exit.
Strategy parametersLookbacks, thresholds, multipliers, smoothing windows, or buffers used by the selected strategy.
Signal delayMoves buy and sell events forward by the chosen number of trading sessions.
Minimum holding periodPrevents a sell until the position has been held for at least this many sessions.

Parameter changes do not automatically request new market data. After the initial request, calculations reuse the selected ticker data held in the current browser tab.

Understanding results

The summary shows the final portfolio value, strategy return, Buy & Hold return, maximum drawdown, Sharpe ratio, win rate, and completed trades.

  • Strategy return: compounded portfolio change after configured transaction costs.
  • Buy & Hold: the return from holding the ticker across the same available period.
  • Maximum drawdown: the largest percentage decline from an earlier equity peak.
  • Sharpe ratio: annualized average daily strategy return divided by daily volatility. TickRun does not subtract a risk-free rate.
  • Win rate: the percentage of completed trades with a positive entry-to-exit price return.
  • Completed trades: round trips with both an entry and exit. An open position at the end is not counted as completed.

Return alone is not enough. Compare return with drawdown, trade count, costs, and the benchmark. A very high result from only a few trades is weak evidence.

Using the charts

  • Price & signals: adjusted close with buy and sell markers.
  • Strategy indicator: indicator, signal or channel lines, and configured thresholds when relevant.
  • Equity curve: strategy portfolio value against Buy & Hold.

Use the visible zoom buttons, mouse wheel, or keyboard +, -, and 0. Drag to pan. Price and indicator charts share their visible date range; the equity chart is independent.

Comparing all strategies

After running a backtest, select Compare all 40 strategies. TickRun evaluates every strategy once with its documented default settings, the same price history, capital, and costs. Buy & Hold is included as a benchmark.

The ranking displays return, drawdown, Sharpe ratio, and completed trades. This is a fair comparison of the defaults, not proof that the top row will perform best in the future.

Using brute force tools

Find best parameters searches configurations for the selected strategy. Optimize all 40 strategies runs a separate search for every strategy and ranks the best eligible result from each.

SettingEffect
Seconds / strategyMaximum processing time allocated to each strategy.
Minimum tradesRejects candidates with fewer completed trades.
Maximum combinations / strategyMaximum parameter combinations evaluated for each strategy; default 5,000.

The search stops at the time limit, combination limit, or end of its grid—whichever comes first. It runs in a browser worker so the interface remains responsive. You can stop it at any time.

Optimization warning: the optimizer maximizes return on the same history being tested. This is in-sample optimization and can overfit. Validate promising rules on different assets or unseen periods. Read the full guide to overfitting in backtesting.

Accounts and saved results

  1. Select Sign in and create an account or enter existing credentials.
  2. For a new account, open the verification message and follow its link. During local development, retrieve the link from /api/dev/outbox. Verification is required before saving.
  3. Run a backtest.
  4. Select Save result, give it a recognizable name, and confirm.
  5. Open the account dialog later to view or delete saved backtests.
  6. To permanently remove the account, select Delete account and confirm. This also deletes every saved backtest and signs out all active sessions.

A saved result includes its ticker, strategy, tested dates, parameters, summary metrics, and completed trades. It does not duplicate the complete daily price and equity history.

Use Forgot password? to request a 30-minute reset link. A signed-in user can change the password from the account dialog. Resetting or changing a password signs out existing sessions.

Market data

TickRun does not download live market data. The server administrator maintains saved daily OHLCV files. When you select Run backtest, the app requests up to the latest ten years available for that ticker.

The response contains date, adjusted open, high, low and close values, plus adjusted volume. Reloading the page clears price data held in the browser tab.

Troubleshooting

  • No ticker options: the server could not provide its saved ticker catalog. Refresh once and check the connection.
  • No saved data: the selected ticker’s server file is missing or invalid.
  • Optimization finds no eligible setup: reduce minimum trades, increase time or combinations, or use the default configuration.
  • Optimization is slow: calculations use your device. Close demanding tabs, lower combinations, or shorten seconds per strategy.
  • Cannot save: sign in, then rerun or reopen the completed result and try again.

Important limitations

  • Historical performance cannot predict future results.
  • The model is long-only, all-in/all-out, and based on daily closing data.
  • It does not model taxes, bid–ask spreads, slippage, market impact, rejected orders, or partial fills.
  • Saved data can contain vendor adjustments or errors.
  • Optimization increases the risk of selecting a historical coincidence.

For strategy-specific details, read all 40 TickRun strategies explained.