Backtest a strategy
"Sell a 30-delta SPX put spread 45 DTE, close at 50% profit." Quantropy compiles it and runs it against years of tick-level history with realistic fills.
How much has guessing already cost you?
Quantropy turns a plain-English options strategy into a rigorous backtest on real quote-level historical data, and answers open questions about how the market actually behaved. No code, no spreadsheets, no guesswork.
Join until the end of 2026, get 30% off for life.
Universe
SPY · S&P 500 ETF options
2018–2025
Leg specs
SELL1× put · 0.30 delta
BUY1× put · 5-point lower strike
Entry logic
45 DTE target · enter at market open
VIX < 30 · delta-targeted strikes · one entry daily
Exit rules
PROFIT50% credit
TIME21 DTE
STOP200% credit
Risk & sizing
1 spread per $25k notional
See it in action
"Sell a 30-delta SPX put spread 45 DTE, close at 50% profit." Quantropy compiles it and runs it against years of tick-level history with realistic fills.
"In how many cases when Apple earnings show a P/E increase of more than 5% does the market go up that day?" Get the occurrences, hit rate, distribution.
Every strategy has a real, measurable track record, whether you've tested it or not. See yours on paper first.
Across years of real market history, with realistic fills and every market regime. Not a simulation that flatters the idea.
Real fills, real slippage, every market regime. The same checks a fund runs before it risks a dollar, ready in minutes.
Two engineers with PhDs in AI and mathematical modeling built the backtesting infrastructure they couldn't find anywhere else. Now you get it without the fund, the team, or the seven-figure budget.
Meet the foundersTrade with proof, not hope.
Join until the end of 2026, get 30% off for life. Early access members help shape the roadmap and get direct support from the team.