A free trading backtest can help you replace intuition with historical evidence. For calendar-based strategies, the process is straightforward: define the dates, choose the market and test the same window across many years.
Choose one stock, ETF or index so the result answers a specific question.
Use exact recurring dates rather than a vague phrase such as “spring strength.”
Compare multiple historical samples to see whether the result is stable.
A positive mean can hide a wide distribution of outcomes. Review median return, win rate, sample size and the worst historical years before deciding that a pattern is interesting.
When possible, inspect every observation. That often tells you more than a single performance score.
Changing the dates after every weak result creates overfitting. A cleaner process starts with a hypothesis, tests it, and only then explores whether nearby windows tell a similar story.
If only one exact date combination looks good, treat the result carefully.
| Stage | Action |
|---|---|
| Define | Choose symbol, dates and historical lookback |
| Run | Calculate each yearly return for the same window |
| Review | Check win rate, average, median and worst years |
| Stress test | Change lookback and nearby dates |
| Interpret | Decide whether the pattern is stable enough to research further |
The free dashboard is built for recurring seasonality tests rather than arbitrary coded strategies.