Backtester for Education
Prices and implied volatility are simulated, and every fill is a Black-Scholes mid price with a skew model. Results show how a rule set behaves, not what it would have earned. Upload a daily price CSV to test on real underlying prices.
How to read these results
- Fills happen at the Black-Scholes mid-price — real markets charge you the spread.
- No early assignment; American-style exercise is approximated.
- One volatility snapshot per day — intraday swings aren’t modeled (unless Intraday exit checks is on).
- About two years of history is roughly one market regime. Simulated past results predict nothing.