Backtest Engine - Run Backtestsv0.1.0

A hedge fund wants to validate a new quantitative strategy before deploying live capital. Using the Backtest Engine, they define entry/exit signals in a strategy.yaml file, run the backtest with walk-forward optimization and out-of-sample testing, and receive a detailed performance report to assess risk-adjusted returns.

An individual investor has a momentum-based trading idea and wants to test it against historical S&P 500 data. They provide a strategy.yaml with simple signals (e.g., price crossing moving averages), run the backtest with transaction costs, and analyze metrics like Sharpe ratio and max drawdown to decide if it's worth paper trading.

A quantitative researcher develops a factor-based strategy (e.g., value factor) and needs to backtest it over a decade of data. Using CSV data sources, they run the backtest with regime-aware splits and generate equity curves, annual returns, and drawdown analysis to validate the factor's predictive power.

A proprietary trading firm wants to optimize a mean-reversion strategy. The Backtest Engine's walk-forward optimization feature allows them to find robust parameter sets without overfitting. The output includes trade logs and win rates, helping the firm choose the best configuration for live trading.

A wealth management advisor wants to backtest a multi-asset allocation strategy for a client. Using the engine, they define entry/exit signals based on economic regimes, run the backtest with out-of-sample validation, and present the Calmar ratio and CAGR to justify the strategy to the client.

Offer a cloud-based backtesting service where users upload strategy.yaml files and receive detailed reports. Revenue comes from monthly or annual subscriptions with tiers based on data sources (yfinance, CSV) and advanced features like walk-forward optimization.

Provide basic backtesting for free (limited date range, no out-of-sample testing) and charge for premium reports that include advanced metrics (Sortino, Calmar) and regime-aware splits. Upsell to professional analysts and hedge funds.

License the Backtest Engine to online brokerages and trading platforms so their users can run backtests directly. Brokerages pay a per-user or annual licensing fee, and the engine becomes a value-add feature to attract and retain customers.