Backtesting Tools

MA Extensions

Backtest a mean-reversion strategy on any stock that stretches above or below its moving average

Parameters
Members Only Premium Feature
Direction, Moving Average, Extension, Profit Target, and Stop Loss are available to members.
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Direction

Pick whether the ticker was above or below its moving average at entry.

Above MA shorts stretches up; Below MA buys stretches down.

Moving Average

The moving-average period the tool measures extension against. Shorter reacts faster; longer filters out noise.

Extension

How far from the moving average the ticker must be to trigger a trade — extension %.

Larger = rarer, deeper setups. Smaller = more trades, shallower stretches.

Profit
Target
Stop
Loss

Computes the ticker's current % distance from the selected Moving Average using the latest close, sets that as the Extension, and re-runs the backtest.

Direction (above / below) is set automatically based on whether price is currently above or below the MA.

Pick a ticker above and press Run Backtest to see results.