Strategy Backtest
Institutional volatility data. Industry-proven. Natural language in, backtests out.
Momentum Reversal
94 tradesShort Vol Carry
67 tradesFailed Mean Reversion
43 tradesDelta-Hedged Calendar Spread
203 tradesBreakout Straddle
84 tradesMomentum Reversal
94 tradesShort Vol Carry
67 tradesFailed Mean Reversion
43 tradesDelta-Hedged Calendar Spread
203 tradesBreakout Straddle
84 tradesMomentum Reversal
94 tradesShort Vol Carry
67 tradesFailed Mean Reversion
43 tradesDelta-Hedged Calendar Spread
203 tradesBreakout Straddle
84 tradesMomentum Reversal
94 tradesShort Vol Carry
67 tradesFailed Mean Reversion
43 tradesDelta-Hedged Calendar Spread
203 tradesBreakout Straddle
84 tradesSkew Flip
58 tradesOverleveraged Basis
31 tradesGamma Scalping
412 tradesVol Surface Arbitrage
316 tradesBasis Trade
38 tradesSkew Flip
58 tradesOverleveraged Basis
31 tradesGamma Scalping
412 tradesVol Surface Arbitrage
316 tradesBasis Trade
38 tradesSkew Flip
58 tradesOverleveraged Basis
31 tradesGamma Scalping
412 tradesVol Surface Arbitrage
316 tradesBasis Trade
38 tradesSkew Flip
58 tradesOverleveraged Basis
31 tradesGamma Scalping
412 tradesVol Surface Arbitrage
316 tradesBasis Trade
38 tradesWorkflow
From Codebase to Conversation
Traditional backtesting requires custom infrastructure, data stitching, surface construction and validation. Our Strategy Backtesting tool compresses that into a conversational interface.
Strategy Backtest
14-day free trialFlat subscription. Full MCP access. No usage caps.
Institutional Volatility Infrastructure
The same model-calibrated volatility surfaces that power our Strategy Backtest are delivered to Bloomberg Terminal.
Our composite vol surface to Bloomberg. Reflects crypto derivatives across multiple venues.
Conversational Strategy Backtesting
Natural language in. Institutional-grade backtests out.
- Processing strategy prompt0.0s
- Gathering Block Scholes composite surface & Deribit options data
- Validating signal logic
- Running historical backtest
- Calculating trade-by-trade PnL & hedge impact
Built for Institutional Strategy Research
MCP-Native
Drop into MCP-enabled agents. No SDK. No wrapper. Connect directly to institutional derivatives data through the Model Context Protocol.
See Strategy Backtest in action
Each artifact below was generated from a single prompt. Copy it into your AI client to reproduce or adapt.
Short 25Δ OTM Call Strategy
Open artifactEasily access Exchange relevant volatility surfaces and backtest against real market data.
Using the Block Scholes listed volatility surface for Deribit, backtest a weekly systematic short 25-delta OTM BTC call option strategy over the past 12 weeks. Each trade enters at 08:00 UTC on the roll date, sells 1x 7-day tenor call at the 25Δ strike, and holds to expiry. Pricing mode: listed. Then construct a detailed interactive artifact showing: (1) portfolio summary metrics, (2) underlying spot + IV time series charts, (3) cumulative and per-trade P&L visualisation, (4) full trade log with strike/IV detail, and (5) strategy parameter definition.Delta-Hedged Calendar Spread
Open artifactEasily access Block Scholes composite volatility surfaces and backtest endless signals using natural language.
Using the Block Scholes composite volatility surface, backtest a delta-hedged BTC calendar spread on Deribit — long the 30-day ATM call, short the 7-day ATM call — rolled weekly over the past 8 weeks. Delta-hedge the net position daily at 08:00 UTC using the underlying perpetual. Pricing mode: composite. Build an interactive artifact with: (1) P&L attribution (theta vs gamma vs vega vs hedge), (2) Greeks evolution over each holding period, (3) term structure snapshots at entry/exit, (4) cumulative P&L chart, and (5) full trade log.