Jamie Gritton's Erstwhile MI Backtester

Once upon a time, this site was the home of a popular and useful backtester. However, times change. A certain market data company objected to the research based on their data being made public, and also objected to being publicly identified.

To get an idea of the importance of backtest-based stock screens, take a look at the Mechanical Investing (MI) message board at The Motley Fool.

I have plans to bring my backtester back from its grave at some point, with a new and improved dataset — and one that doesn't say just what that dataset is, because apparently that matters.

Other Backtesters

Despair not! There are still three other choices for your backtesting needs.

GTR1, which used to be hosted at backtest.org, is still alive in a new home. Trading can be weekly or even daily, with a huge array of data to screen from. You have a lot of control, but there's something of a learning curve.

Keelix's backtester has weekly data going back to 1997. The site also includes a message board, and rankings of many MI screens.

Hugh Todd's Trade Simulator operates on a smaller pre-screened set of stocks than other backtesters. Weekly data is available back to 1992. There is also an associated message board for this tester.

Related Tools and Resources

RadiScreen (also here) is an essential tool for getting current picks from your own screens. Armed with a subscription to VL and a backtester code, this excel spreadsheet will do all necessary calculations for you. You can also use RadiScreen to get picks from the SIPRO database.

For SOS (Screen of Screens) picks, Brian Matthews' Saucer is the easy way to find the current list. Choose any of the standard MI screens, and the Saucer will combine them.

Mechanical Investing Board Resources by Mark Willcox has tools for the MI board, including a handy search function much better than TMF's own, and automated links to various screen rankings posts.