Backtest options strategies
with (LLM-generated) code

Have an LLM write your strategy in Lua. Run it against years of historical data in under a second. See exactly how it would have performed. Tune a strategy in seconds.

This is an actual, if overly simplistic, strategy. Use the integrated LLM to generate more comprehensive code for you.
-- Open a trade every Monday
if date.day_of_week == "Mon" and portfolio.n_open_trades < 5 then
    trade = portfolio:new_trade()
    dte = 90; qty = 1;
    trade:add_leg(Put("ShortPut", Delta(-10), dte, -qty))
    local sp = trade:leg("ShortPut") -- get the leg just added
    -- open a long put 50 points below the short put
    trade:add_leg(Put("LongPut", Strike(sp.strike - 50), dte, qty))
    print(trade) -- prints go to the javascript console (ctrl+shift+j) in your browser
end

-- Manage open trades.
for _, trade in ipairs(portfolio:trades()) do
    if trade.pnl > 200 then trade:close("PT") 
    elseif trade.pnl < -500 then trade:close("SL") end
end

What you can do

Build and test complex options strategies without spreadsheets or manual calculations.

Multi-leg strategies

Spreads, iron condors, butterflies, strangles. Define any combination of puts and calls with precise strike, delta, or theta targeting.

Development and testing speed

Most backtests run in under a second. The integrated LLM helps you generate and iterate on quickly and efficiently on your ideas.

Portfolio rules

Set max open positions, entry conditions, stop losses, and profit targets. Your code runs on every tick.

Greeks and indicators

Access delta, theta, gamma, and vega. Use built-in moving averages entry/exit timing.

Adjustments

Roll positions, add hedges, or close legs individually. React to market conditions programmatically.

Detailed results

PnL curves, trade logs, win rates, and risk metrics. Export data for further analysis.

Simple pricing

Full access to all features. Cancel anytime.

Monthly

$25/month

Billed monthly. Renews automatically.

Subscribe monthly
Save 4 months

Yearly

$200/year

Billed annually. Best value.

Subscribe yearly

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