Backtesting got cooked!

You can now backtest everything from simple buy and hold ideas to complex trend following systems, dynamic asset allocation models, and intraday price action strategies, without writing a single line of strategy code.

Powered by OpenAlgo + VectorBT, this setup lets you:

Build and test strategies using natural language

Backtest intraday strategies such as scalping, momentum, opening range, and VWAP

Test End of Candle confirmation versus Touch of Level execution logic

Create benchmarks and compare multiple allocations

Evaluate performance across CAGR, Sharpe, Sortino, drawdowns, and more

Rapidly iterate on ideas like equity rotation, trend filters, and portfolio rebalancing

All market data is served via OpenAlgo.

Just load the skill into your favorite AI coding environment:

Cursor
Windsurf
Antigravity
Claude Code
OpenCode
Codex
Then start talking to your backtesting engine and build strategies interactively.

https://x.com/marketcallsHQ/status/2026685322055344340