Indicator Lab

Backtest 13 technical indicators on SPY and QQQ using 5-year daily data, ranking single and combo strategies by return, Sharpe, and drawdown.

Indicator Lab — Technical Analysis Backtesting

Backtest 13 technical indicators against SPY and QQQ on 5-year daily data.

Quick Start

bash

python scripts/indicator_backtest.py

What It Tests

Category	Indicators
Momentum	RSI(7), RSI(14), Stochastic, WilliamsR, CCI
Trend	MACD, SMA cross(20,50), SMA cross(50,200), ADX
Volatility	Bollinger(20,2), ATR trail
Volume	OBV, MFI

Output

• Single indicator performance (return, Sharpe, max DD, win rate)
• 2-indicator AND combinations
• 3-indicator triple combos
• Ranked by Sharpe + return - max DD score
• Compared vs Buy & Hold baseline

Requirements

text

pip install pandas pandas-ta yfinance plotly

Usage

text

"Backtest RSI against QQQ"
"Find the best 3-indicator combo for SPY"
"Compare MACD vs Bollinger on SPY last 5 years"