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Single Stock Strategy Backtester

Test your Python trading strategies on any S&P 500 stock. Fast, simple, and perfect for learning. Results in 5-10 seconds!

Select Stock (S&P 500)

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Your Strategy Code (Python)

def strategy(data, state):
    """
    Simple RSI mean reversion strategy.
    Buy when RSI < 40 (oversold), sell when RSI > 60 (overbought).
    
    Note: pd (pandas) and np (numpy) are pre-loaded, no import needed.
    """
    close = data['close'].values
    
    # Need at least 20 bars for RSI calculation
    if len(close) < 20:
        return {'signal': None}
    
    # Calculate RSI (14 period)
    period = 14
    delta = pd.Series(close).diff()
    gain = delta.where(delta > 0, 0).rolling(period).mean()
    loss = -delta.where(delta < 0, 0).rolling(period).mean()
    rs = gain / loss
    rsi = 100 - (100 / (1 + rs))
    current_rsi = rsi.iloc[-1]
    
    # Track if we have an open position
    has_position = state.get('has_position', False)
    
    if not has_position and current_rsi < 40:
        # Oversold - buy signal
        state['has_position'] = True
        return {
            'signal': 'buy',
            'stop_loss': 0.97,      # 3% stop loss
            'take_profit': 1.08     # 8% take profit
        }
    elif has_position and current_rsi > 60:
        # Overbought - sell signal
        state['has_position'] = False
        return {'signal': 'sell'}
    
    return {'signal': None}

Single Stock Strategy Backtester

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📊 Backtest Results