Syncster Lab: backtest any strategy free, and download market data free
Syncster Lab is a free strategy backtester and market data download site from Syncster. Backtest Syncster's ready strategies, or paste your own strategy in Pine Script, thinkScript, NinjaScript, MQL4/5, EasyLanguage or Python: it is translated to SyncScript, the rules language the Syncster app's trading agents run, and tested on real candles with results in R (profit divided by the risk to the stop). Every bit of market data Syncster records is free to download: 1-minute bars for about 4,500 US stocks and ETFs (2016 on), futures, and option trades, NBBO quotes and open interest (2024 on) with implied volatility and Greeks, in any timeframe from 1 minute to daily, many tickers at a time (large, mid, small and micro caps, 100 a page), and market breadth and dealer gamma maps (as of the last close) are free to view. A free account (email sign-up) runs backtests and opens the downloads, breadth and gamma maps; the strategy list and results are open to all.
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- Home
- Ready strategies and their backtests
- Paste Pine Script or any strategy code to backtest it
- Free market data downloads
- Market breadth
- Gamma maps
Ready strategies, backtested on SPY daily
Trend Following
Rides a new uptrend from the 10/30 EMA cross, only above the 200-day average.
Rules: Buys when the 10-day EMA crosses above the 30-day EMA while the close is above its 200-day average. Sells when the 10-day crosses back under the 30-day. Stop 2 ATR under the entry.
Last 5 years on SPY daily: 14 trades, 50% won, +0.79R a trade, +11.00R in all, worst drawdown -1.60R (2021-12-08 to 2026-10-01). Since 2000: 73 trades, 44% won, +0.43R a trade, +31.20R in all, worst drawdown -5.70R (2002-03-05 to 2026-10-01).
The Long Average
Owns the market above its 200-day average and steps aside under it.
Rules: Buys when the close crosses above its 200-day average. Sells when the close crosses back under. Stop 2 ATR under the entry.
Last 5 years on SPY daily: 16 trades, 25% won, +0.94R a trade, +15.00R in all, worst drawdown -4.00R (2022-02-01 to 2026-10-23). Since 2000: 82 trades, 37% won, +0.73R a trade, +60.10R in all, worst drawdown -4.80R (2002-01-07 to 2026-10-23).
Buying the Dip
Buys an RSI dip under 40 in an uptrend; out on the bounce or in 10 days.
Rules: Buys when the 14-day RSI is under 40 while the close is above its 200-day average. Sells when the RSI rises over 60, or after 10 days. Stop 3 ATR under the entry.
Last 5 years on SPY daily: 16 trades, 69% won, +0.26R a trade, +4.10R in all, worst drawdown -1.70R (2021-12-02 to 2026-08-05). Since 2000: 80 trades, 58% won, +0.19R a trade, +14.90R in all, worst drawdown -3.80R (2003-08-06 to 2026-08-05).
Volatility Stops
Buys the 10/30 EMA cross and lets a 4 ATR trailing stop take it out.
Rules: Buys when the 10-day EMA crosses above the 30-day EMA. Stop 2 ATR under the entry, then a trailing stop 4 ATR under the highest price since. No other exit: the stops sell it.
Last 5 years on SPY daily: 17 trades, 47% won, +0.72R a trade, +12.30R in all, worst drawdown -2.10R (2021-12-08 to 2026-10-01). Since 2000: 97 trades, 45% won, +0.46R a trade, +44.70R in all, worst drawdown -5.70R (2000-03-17 to 2026-10-01).
Momentum
Buys a MACD turn up from below zero, in an uptrend.
Rules: Buys when MACD (12, 26, 9) crosses above its signal line while MACD is under zero and the close is above its 200-day average. Sells when MACD crosses back under its signal line. Stop 2 ATR under the entry.
Last 5 years on SPY daily: 9 trades, 56% won, -0.01R a trade, -0.10R in all, worst drawdown -1.90R (2022-02-03 to 2026-03-03). Since 2000: 57 trades, 54% won, +0.36R a trade, +20.40R in all, worst drawdown -3.60R (2003-08-14 to 2026-03-03).
Bands & Reversion
Buys a close under the lower Bollinger band in an uptrend; sells at the middle.
Rules: Buys when the close is under the lower Bollinger band (20 days, 2σ) while it is above its 200-day average. Sells when the close is back over the middle band, or after 10 days. Stop 3 ATR under the entry.
Last 5 years on SPY daily: 20 trades, 65% won, +0.06R a trade, +1.30R in all, worst drawdown -2.50R (2021-11-29 to 2026-09-22). Since 2000: 87 trades, 62% won, +0.13R a trade, +11.60R in all, worst drawdown -3.60R (2003-08-06 to 2026-09-22).
The Golden Cross
Holds from the 50/200-day golden cross to the death cross.
Rules: Buys when the 50-day average crosses above the 200-day. Sells when it crosses back under. Stop 4 ATR under the entry.
Last 5 years on SPY daily: 2 trades, 50% won, +2.33R a trade, +4.70R in all, worst drawdown -1.00R (2023-02-03 to 2026-10-23). Since 2000: 12 trades, 58% won, +2.17R a trade, +26.00R in all, worst drawdown -3.00R (2003-05-16 to 2026-10-23).
Short-Term Snapback
Buys a 2-day RSI under 5 in an uptrend; out on the bounce or in 5 days.
Rules: Buys when the 2-day RSI is under 5 while the close is above its 200-day average. Sells when the 2-day RSI rises over 70, or after 5 days. Stop 2 ATR under the entry.
Last 5 years on SPY daily: 24 trades, 67% won, +0.24R a trade, +5.70R in all, worst drawdown -2.30R (2022-01-10 to 2026-06-15). Since 2000: 108 trades, 68% won, +0.20R a trade, +21.40R in all, worst drawdown -5.50R (2003-06-24 to 2026-06-15).
Oversold Turns
Buys a Stochastic RSI turn up under 30 in an uptrend.
Rules: Buys when Stochastic RSI %K crosses above %D while %K is under 30 and the close is above its 200-day average. Sells when %K rises over 80, or after 10 days. Stop 3 ATR under the entry.
Last 5 years on SPY daily: 36 trades, 58% won, +0.03R a trade, +1.10R in all, worst drawdown -3.90R (2021-11-16 to 2026-10-23). Since 2000: 177 trades, 62% won, +0.07R a trade, +12.30R in all, worst drawdown -5.40R (2003-05-27 to 2026-10-23).
Strong Trends Only
Buys when ADX rises through 25 with the 10-day EMA over the 30-day.
Rules: Buys when ADX (14) crosses above 25 while the 10-day EMA is above the 30-day EMA. Sells when the 10-day crosses under the 30-day. Stop 3 ATR under the entry.
Last 5 years on SPY daily: 7 trades, 86% won, +1.05R a trade, +7.40R in all, worst drawdown -1.00R (2022-08-12 to 2026-07-28). Since 2000: 35 trades, 54% won, +0.35R a trade, +12.10R in all, worst drawdown -3.50R (2000-03-28 to 2026-07-28).
Free data
- US stocks and ETFs: 1-minute bars (open, high, low, close, volume), whole yearly files or any date range, raw or split-adjusted.
- Futures: 1-minute bars of the continuous contract.
- Options: per expiry, 1-minute trade bars, 1-minute NBBO quotes and daily open interest.
Backtests are simulations on past data and don't promise future results. Nothing here is investment advice.