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 before the end of 2026 and get 30% off for life.

"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.
"When Apple's earnings show a P/E increase of more than 5%, how often does the market rise that day?" Get the occurrences, hit rate, distribution.
Six steps from an idea to a strategy you've actually tested, no code required.
STEP 01
Type your idea in plain English, no code, no spreadsheet.
STEP 02
We turn it into an exact set of rules you can read and approve.
STEP 03
Replay it on real historical market and options data.
STEP 04
AI explains what worked, what broke, and suggests improvements.
STEP 05
Change one thing, rerun, compare the results side by side.
STEP 06
Put it to work on autopilot once you're happy with it.
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 before the end of 2026, get 30% off for life. Early access members help shape the roadmap and get direct support from the team.