About StratPick

StratPick is a free, educational tool for exploring how simple, rule-based investment strategies would have performed. Build a strategy, backtest it against ~15 years of real daily market data for 200+ US stocks and ETFs, see a full set of risk and return metrics, and — if you like — put it on a public leaderboard to compare with everyone else.

It's a learning game, not a brokerage and not an advisory service. There are no accounts, no personal-data collection, and no real money. Nothing here connects to any real trading account.

What you can build

Start by picking a universe of stocks and ETFs, then choose how to trade them. StratPick supports six strategy styles, from a simple buy & hold baseline to a fully custom factor model where you weight signals such as momentum, trend, low volatility, mean reversion and relative strength. You can layer on a moving-average trend filter, a bear-market cash switch, sector-neutral ranking and inverse-volatility position sizing. Every run reports CAGR, total return, Sharpe ratio, maximum drawdown, volatility, monthly win rate and alpha versus your chosen benchmark, alongside equity, drawdown and calendar-year charts.

Honesty about overfitting

Any strategy can be tuned until it looks brilliant on past data and then fail completely going forward. StratPick is built to make that failure visible rather than hide it. Two features exist specifically for this. The Robustness League re-runs your strategy across a Monte Carlo ensemble of random universe slices and varied trading costs, so a lucky one-off backtest fades and only durable ideas rise. And a live "since listed" forward test tracks each leaderboard entry's real, out-of-sample return from the day it was posted — data the strategy was never fitted to. A strategy that only looked good in hindsight will quietly decay in public.

How it works

Factors are computed point-in-time from price history with no look-ahead, positions are rebalanced on the schedule you pick, and a per-trade transaction cost is charged on turnover. The leaderboard score is a composite of return, risk-adjusted return, drawdown, consistency and stability, and it is re-computed on the server from your submitted results so it cannot be gamed. Full details, including the exact scoring weights, are on the scoring & methodology page.

Data & limitations

Historical prices are daily adjusted close (adjusted for splits and dividends), sourced from Yahoo Finance for educational, non-commercial analysis, and may contain errors or gaps. Because the dataset covers names that are listed today, it carries some survivorship bias and does not include delisted companies. Fundamental factors (P/E, ROIC and the like) are not yet modeled, and results are pre-tax — high-turnover strategies would owe more in a taxable account (see Taxes & turnover). Backtested results are hypothetical and are not a promise of future performance.

Who it's for

Anyone curious about how quantitative strategies are built and judged — students, hobbyist investors, and finance-curious tinkerers who would rather feel concepts like compounding, drawdown, and the momentum and low-volatility anomalies than just read about them. If that's you, start on the Builder and put something on the board.