Michael J. Stevenson, CAIA
®
Market Internals ▾
Sentiment
Sentiment Index
Implied vs. Realized Volatility
Seasonality
Breadth & Positioning
Market Breadth
All-Time Highs and Lows
Margin & Leverage Cycle
Short Sale Volume
Options Positioning
Market Structure
Concentration
Valuation & Earnings ▾
Valuation
Valuations
Implied Equity Risk Premium
Equity Risk Premium by Sector
Forward vs. Trailing P/E Divergence
Expectations vs. Reality
Estimates & Surprises
Analyst Price Target Upside
Analyst Estimate Dispersion
Earnings Revisions
Earnings Surprise History
Post-Earnings Announcement Drift
Earnings Call Sentiment
Earnings Growth vs. Price Performance
Fundamentals & Quality
Free Cash Flow Yield
Financial Quality Screener (Piotroski)
ROIC vs. Cost of Capital
Cash Conversion Cycle
R&D Intensity
AI Capex Tracker
Sectors & Factors ▾
Sectors
Sector Performance
Sector Beeswarm
Sector Correlation Matrix
Sector Rotation Model
Country / Sector Scorecard
Style & Relative Performance
Factor Analysis
Quality & Low-Volatility Factor Screen
Small Cap vs. Large Cap Spread
International vs. US Relative Performance
Relative Strength Leaders/Laggards
Capital & Ownership ▾
Shareholder Returns
Dividend Growth Screener
Shareholder Yield
Buyback Effectiveness
Share Count Trends
Issuance & Corporate Actions
Stock Split Tracker
Spin-Off Performance Tracker
IPO Activity
IPO Pipeline
Ownership & Flows
Insider Buying/Selling
Institutional Ownership & 13F Flow
Congressional Trading Activity
Small-Cap Liquidity
Macro & Tools ▾
Rates & Macro
Yield Curves
Tools
Portfolio Simulator
Backtesting
Statistical Engine
Research ▾
Reports
Beneath the Index
☽
Strategy Backtesting
Historical, rule-based strategy testing on real daily prices. Moving-average crossovers, RSI mean-reversion, and multi-asset rebalanced allocations. Compared against a buy-and-hold benchmark.
Backtest Setup
Presets
Global settings
Initial Capital ($)
Start Date
End Date
Benchmark Ticker
Buy-and-hold comparison
Commission (bps per trade)
Tax Rate on Gains (%)
Position Size (% of allocation)
Rebalance Frequency
None
Monthly
Quarterly
Annually
Holdings
+ Add Holding
Run Backtest
Load saved config…
Load
Save As…
Copy Shareable Link
Equity Curve
Strategy
Benchmark (buy & hold)
Drawdown
Strategy drawdown from peak
Price & Trade Markers
Holding:
Export Trade Log (CSV)
Trade Log
Holding
Side
Entry Date
Entry Price
Exit Date
Exit Price
P&L
P&L %
Reason
Recent Runs
Source:
Alpha Vantage: Daily Adjusted Time Series