Run the Trade. See What Happened Every Time.
Runs your strategy across the full history of all 8 leveraged ETFs simultaneously. Two exit modes, long and short, complete trade logs, and 15+ performance metrics — computed from real data in milliseconds.
Get Access — Free With MembershipConfigure a strategy in seconds. The engine runs every trade across every ticker instantly.
Pick the spike level that triggers a trade — 30%, 50%, 150%, anything. The backtester uses the same ATL-based spike detection as the rest of the CI Volatility toolkit, so your entries are consistent across all tools.
Time-Based mode exits after a fixed number of days. Target/Stop mode exits when your profit target or stop loss is hit — whichever comes first. Both modes support long and short directions.
Every metric is computed for all 8 tickers simultaneously and displayed side by side. The best and worst values in each row are highlighted, making it easy to compare performance across the full universe of leveraged ETFs.
Expand the trade log to inspect every individual trade — entry and exit dates, prices, intra-trade max drawdown, and P&L. Switch between tickers with one click. Open positions are flagged separately so you always know what’s still live.
Run the same spike entries through completely different exit logic. Compare the results side by side.
Enter on the spike, exit after a fixed holding period. Set any number of days from 1 to 500. Ideal for understanding how spikes resolve over specific time horizons — does decay win at 15 days? 30? 90?
Enter on the spike, exit when your profit target or stop loss is hit. Tracks hit rates, average days held, and median hold time. See how often the target was reached versus how often the stop was triggered.
The comparison table computes over 15 data points per ticker. Here’s what each one tells you.
Percentage of trades that closed in profit, displayed with exact counts (e.g., 13/15). Compared across all 8 tickers in a single row so you can immediately see which ETFs have the strongest historical edge at a given spike level.
The average tells you the expected value. The median tells you the typical outcome. When they diverge, the distribution is skewed — and the median is the better guide for sizing a position.
The compounded return if you traded every qualifying spike sequentially. Not a realistic trading plan, but a powerful measure of edge — a strategy that compounds to +400% has a fundamentally different character than one that compounds to +40%.
The single best and single worst outcomes in the entire sample. Know the full range of what has happened historically before you size a position. The worst trade is also used as the row-level max drawdown.
Total gross profit divided by total gross loss. A profit factor above 1.0 means the strategy is net profitable. Above 2.0 is strong. Above 3.0 is exceptional. Displayed to two decimal places with an “x” suffix.
How much do you make when you win versus how much you lose when you lose? A strategy with a 50% win rate can still be highly profitable if average wins are twice the size of average losses.
The worst intra-trade drawdown for each individual position, computed from candle highs and lows. Shows the maximum pain you would have endured during each trade, even if it ultimately closed in profit.
In Target/Stop mode, see what percentage of trades hit the profit target versus the stop loss. Average and median days held reveal whether the strategy resolves quickly or requires patience.
The expandable trade log shows every individual entry and exit. Switch between tickers instantly. No trade is hidden.
| # | Entry | Exit | Entry $ | Exit $ | Max DD | P&L |
|---|---|---|---|---|---|---|
| 1 | 2018-10-11 | 2018-11-10 | $48.20 | $30.15 | -8.2% | +37.4% |
| 2 | 2018-12-27 | 2019-01-26 | $52.70 | $41.88 | -12.1% | +20.5% |
| 3 | 2019-08-14 | 2019-09-13 | $29.35 | $22.10 | -5.4% | +24.7% |
| 4 | 2020-03-12 | 2020-04-11 | $71.82 | $46.90 | -22.6% | +34.7% |
| + 11 more trades | ||||||
The Spike Backtester is included free with every CI Volatility membership — along with the Spike Analyzer, Decay Projection, Spike Ladder, and 11 purpose-built tools.
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