Backtest Engine — Covered Call Simulator

Simulate selling covered calls on historical data — single stock or a basket of tickers. Premiums synthesised via Black-Scholes + realized vol. Results are illustrative, not a guarantee of future performance.

Quick Presets

Asset Setup

Industry Basket

Ticker(s) — comma-separated

Shares / ticker

Capital ($)

Period

Start

End

Signal Strategy

RSI > threshold

Sell when stock is overbought

Price > 20-SMA by X%

Sell when extended above moving avg

HV Spike

Sell when volatility is elevated

Fixed schedule

Sell every N days

Always (on expiry)

Sell immediately after each expiry

RSI Threshold (60)

506080

Call Selection

DTE target (30d)

590

Delta target (Δ0.25)

0.100.50

Min premium per share ($)

Re-buy shares after assignment

Tests ~126 param combos, ranks by CC alpha vs buy & hold

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Configure and run your backtest

Pick a single ticker or a basket preset, set the period and signal strategy, then click Run Backtest. Or use ⚡ Find Best Combination to auto-discover the top-performing parameters for your ticker and date range.