Professional-grade quant tools for individual investors. Validate trend-following strategies, call a free US market data API, and analyze chandelier exits. 8 years of history on major symbols, fully transparent.
2018-2026 | 11/13/2026 · Nasdaq-100
📅 Data period: 05/01/2018 to 11/13/2026 (2,148 trading days)
View full reportNumbers are computed live by the backtest engine with the default chandelier-exit parameters; the data period is the actual available range. Past backtests do not predict future performance.
📅 Data updated to 11/13/2026⚡ Data timeliness: T+1 daily bars📊 Coverage: major symbols from 05/01/2018, others from 07/01/2024
Usage figures are live counts from our database (refreshed every 60 seconds), not marketing numbers.
Backtest validation + data API — a complete toolchain for quant strategies
Validate strategy effectiveness online
Test your trading ideas against real historical data. Supports chandelier exits, dual moving averages, ADX and more, with an equity curve and full trade log.
No sign-up, call it directly
A stable, fast US market data interface. End-of-day quotes, historical bars and reference data, with batch queries and millisecond responses.
// End-of-day quote example (T+1) GET /v1/quote/AAPL.US // Response: milliseconds
Feedback from real users
Backtested my holdings with the Chandelier Exit and Dual MA strategies — max drawdown came in 20% lower than expected. Confident holding through now.
API responds fast. Plugged it straight into my Python setup and saved myself the trouble of maintaining my own data.
8 years of history is more than enough. Backtest results line up with my TradingView checks — the data feels trustworthy.
Trend following combined with strict risk control, aiming for steady long-term returns
Trade with the trend, right-side entries only. Enter when price breaks a key resistance level and the trend is confirmed; never bottom-fish or trade the left side.
An ATR-based dynamic stop. The stop rises as price makes new highs, giving the trend room to breathe.
Add to winners — buy more as price rises, with each addition smaller than the last. Profit is anchored to the first entry price, undiluted by later adds.
Strict risk management with explicit rules for single-position size, total exposure and stop execution — no emotional decisions.
These are strategy design principles, not investment advice, and no return is promised.
New to quant strategies? Start here
Recommended first run: QQQ trend-following strategy（preset parameters, one-click backtest）
Try it nowMulti-market coverage for global asset allocation
NYSE and Nasdaq listed stocks
Index, leveraged and sector ETFs
Stock Connect names, tech stocks
Main board, ChiNext, STAR Market
Hong Kong, China A-shares are not live yet. You can see them listed in the symbol picker, but they cannot be backtested — we do not fill the gap with estimated data.
Major symbols from 05/01/2018; all other symbols from 07/01/2024 · Data as of 11/13/2026
Install the NineQuantAI Skill and your AI assistant can backtest stocks, validate trading strategies and tune indicator parameters directly. No manual tweaking — one sentence does it.
Read https://api.ninequantai.com/skill/SKILL.md, then use NineQuantAI's backtesting to analyze US equity strategies for me.
Copy this to your AI assistant. It is a plain-text spec — no package to install and no API Key needed.
// Conversational backtest (example; numbers come from real runs)You: Backtest QQQ over the last 2 yearsAI: Done — 9 trades, total return +8.4%...// Parameter tuningYou: What's the best SMA and ATR combo?AI: Best: SMA 100, entry 2x, exit 3xAI: Return +8.4%, drawdown 9.4%
Answers to the questions people ask most
The questions newcomers run into most often — worth reading first
Details on the API, data and rate limits
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