SentimenTrader Backtest Engine

The World’s First Sentiment/Trend-Driven Backtest Platform — Powerful Enough for Professionals, Accessible Enough for Everyone

Test any trading strategy across stocks, ETFs, futures, and crypto with 17,000+ proprietary sentiment and trend indicators plus classic technical indicators. For global or niche markets, upload your own data to backtest any custom symbol. Build entry and exit rules in minutes with an intuitive no-code interface — or let our Concierge Setup Service do it for you. Every backtest delivers statistically rigorous results with performance metrics like CAGR, Sharpe, and drawdowns, so you can trade with confidence.
Backtest with 17,000+ Proprietary Sentiment Indicators
Tap into the industry’s largest library of sentiment data, including Optix scores, Trend Scores, and Relative Trend Scores for every ticker paired with essential technical indicators like MACD and RSI.
No-Code Strategy Design for Complex Rules
Build advanced entry and exit criteria using point-and-click tools. Layer multiple sentiment and technical conditions with AND/OR logic, no coding required.
Concierge Setup Service for Effortless Backtesting
Send us your idea in plain English and our team will build the strategy in your account, save it to your Favorites, and you can start running it right away.
Expert Backtests: Sample & Analyst Models
Get started quickly with Sample Backtests, or go deeper with Analyst Backtests — real trading strategies built and published by SentimenTrader’s own research team, available directly in the platform.
Flexible Across Markets and Timeframes
Run tests on the Russell 3000, ETFs, futures, and crypto, or upload your own data for global markets. Analyze performance over daily, weekly, or monthly timeframes with custom benchmarks.
Transparent, Statistically-Rigorous Results
Every backtest includes a complete equity curve, trade-by-trade log, and key metrics like CAGR, Sharpe, win rate, and drawdowns. Export results to CSV for deeper analysis.

Got a trading idea but not sure how to backtest it?

With our Backtest Concierge Setup Service, simply email us your idea, and we’ll set it up for you—for members only. Spend your time fine-tuning your ideas, not dealing with technical hassles.
Keith Richards
Portfolio Manager | ValueTrend Wealth Management
I believe that SentimenTrader is one of the best analytical tools out there, giving traders a genuine edge in today’s uncertain markets.
Stephen Shipman
Long/Short Institutional Investor | Client Prior to 2018
Having been an institutional investor for forty years, I know that SentimenTrader.com is THE essential sentiment tool to have in your toolbox.

Proprietary
Technical Indicators

% of Opening Gap*
Day of Week*
Month of Year*
# of Consecutive Days Since an N-Day High*
# of Consecutive Days Since an N-Day Low*
# of Consecutive Days Down*
# of Consecutive Days Below a Moving Average*
# of Consecutive Days Up*
# of Consecutive Days Above a Moving Average*
# of Consecutive Days With a Rising Moving Average*
# of Consecutive Days With a Declining Moving Average*
Percentage Below N-Day High*
Percentage Above N-Day Low*
Deviation From Trend Between Two Moving Averages*

Other Popular
Technical Indicators

Accumulation/Distribution
Accumulative Swing Index
ADX/DMS
Alligator
ATR  Trailing Stops
Awesome Oscillator
Balance of Power
Bollinger %b
Bollinger Bands
Bollinger Bandwidth
Center of Gravity
Chaikin Money Flow
Chaikin Volatility
Chande Forecast Oscillator
Chande Momentum Oscillator
Commodity Channel Index
Coppock Curve
Detrended Price Oscillator
Disparity Index
Donchian Channel
Donchian Width
Ease of Movement
Ehler Fisher Transform
Elder Force Index
Elder Ray Index
Fractal Chaos Oscillator
Gator Oscillator
High Low Bands
High minus Low
Highest High Value
Historical Volatility
Intraday Momentum Index
Keltner Channel
Klinger Volume Oscillator
Linear Reg Forecast
Lowest Low Value
MACD
Market Facilitation Index
Mass Index
Momentum Indicator
Money Flow Index
Moving Average
Moving Average Deviation
Moving Average Envelope
Negative Volume Index
On Balance Volume
Parabolic SAR
Positive Volume Index
Price Momentum Oscillator
Price Oscillator
Price Rate of Change
Prime Number Oscillator
Pring's Know Sure Thing
Pring's Special K
Psychological Line
QStick
Rainbow Oscillator
RAVI
Relative Strength Index (RSI)
Relative Vigor Index
Relative Volatility
Schaff Trend Cycle
Standard Deviation
STARC Bands
Stochastic Momentum
Stochastics
Swing Index
Time Series Forecast
Trade Volume Index
Trend Intensity Index
True Range
Twiggs Money Flow
Ulcer Index
Ultimate Oscillator
Vertical Horizontal Filter
Volume Oscillator
Williams %R
SQN Market Regime
N-Day Realized Volatility
Exclusively avaliable through SentimenTrader’s BackTest Engine.

Easy-to-Use
Conditions

Rate Of Change
% of Previous Range
MA Ratio
Range Rank
DrawDown %
DrawUp %
Net Change
All-time High
All-time Low
Consecutive Number of Days Above
Consecutive Number of Days Below
N-Day High
N-Day Low

Popular
Conditions

>
=
<
CrossAbove
CrossBelow
Exclusively avaliable through SentimenTrader’s BackTest Engine.
SentimenTrader My Trading Toolkit

Build Your Own Personalized Trading Workspace — Custom Indicators, Screeners, Watchlists, and Alerts

With the My Trading Toolkit, you can design, monitor, and trade the markets in a way that’s completely tailored to you.
My Indicator — Create and Customize Your Own Signals
Easily build custom indicators or choose from SentimenTrader’s extensive indicator library. Apply them directly to your charts and backtests to make your analysis truly your own.
My Screen — Find Opportunities That Match Your Strategy
Set your own signal criteria and create personalized stock screeners. Filter by industry, sector, or index to quickly surface the stocks that fit your trading goals.
My Watchlist — Track What Matters Most to You
Follow your top tickers with up to 10 indicators each, customize the columns, and compare side by side for faster, more informed decision-making.
My Signal — Monitor and Act on Your Saved Signals
Automatically track your favorite trading signals and get real-time alerts when they trigger — so you never miss an opportunity to act.
SentimenTrader Correlation Analysis

Uncover Hidden Market Relationships with Proprietary Correlation Tools

Go beyond basic charts with SentimenTrader’s proprietary correlation analysis suite. Detect repeating price patterns, measure asset relationships, and evaluate portfolio risk with advanced, data-driven tools.
Correlation Pattern Match
Identify recurring price behaviors by matching any chosen time period to past trends — uncovering unique insights into market repetition.
Symbol Correlation Matrix
Compare one ticker against up to five others with a rolling correlation matrix and trend chart that highlight shifting market relationships.
Asset Correlation Heatmaps
See correlations across popular ETFs in an interactive heatmap showing returns, volatility, and correlation indices for better portfolio diversification.
Date Range Correlation
Analyze how two assets perform across different time periods to understand how specific events or market conditions affect performance.
SentimenTrader Seasonality

Seasonality Analysis for Stocks, ETFs, and Markets — Spot Cyclical Trading Patterns with Confidence

Identify recurring market rhythms with SentimenTrader’s Seasonality tool. From daily tendencies to annual cycles, uncover how specific assets perform across timeframes and use these historically repeatable patterns to strengthen your trading strategies.
Pinpoint Daily and Calendar-Based Patterns
Identify recurring price behaviors by matching any chosen time period to past trends — uncovering unique insights into market repetition.
In-Depth Annual and Long-Term Seasonal Trends
Analyze years of historical data to uncover recurring cycles that guide long-term investment strategies.
Weekly and Monthly Cyclical Insights
Identify consistent weekly and monthly tendencies to anticipate cyclical moves and plan trades more strategically.
Actionable, Historically Validated Trading Edges
Leverage statistically proven seasonal trends to optimize timing, improve profitability, and add conviction to your trades.
Paul C
Asset Management Consulting | Client Since 2020
SentimenTrader is a fantastic resource for traders. … It provides timely information on the state of various markets along with a wide range of tools, indicators, and strategies to dig as deep as you want. Highly recommended.
Frank C
Casual Retail Trader | Client Prior to 2018
Very easy-to-use, informative research tool. I would not want to manage my portfolio without the tools and research provided.