Not investment advice. Disparix is an educational and informational data tool. It is not a registered investment advisor, broker or financial manager, provides no personalised advice, and makes no guarantee of returns or profitability. All signals — including STRONG BUY and ACCUMULATE — are computed mathematical outputs, not recommendations. Past and simulated performance does not predict future results. Trading securities carries significant risk, including total loss of capital.
Backtest EngineIllustrative / Simulated Data
Replay illustrative information-imbalance triggers and see how the strategy parameters behave against the S&P 500.
What this simulation assumes
Its signals and prices are made up from a fixed model for 15 named companies in beauty, drinks, clothing and technology. It cannot see companies outside that hand-picked group, including ones that failed or disappeared. That is survivorship bias; this is not a history of every company the system could have found.
A pretend trade starts on a made-up signal date when its ΔI reaches your chosen minimum. It ends after your chosen holding period; only trades ending in your chosen date window count. It assumes the full pretend account is available and splits it across overlapping trades, scaling each trade down when many overlap. No one held this portfolio.
The simulation includes no trading costs, no taxes, no slippage (a different price when you actually trade), and no liquidity limits (difficulty buying or selling). Its comparison is the S&P 500 via SPY, a fund that follows that index; those comparison figures are made up by the model too.
Backtest parameters
Sector Filter
Holding Period
Date Range
Simulated results do not predict future results and are not a track record.
Performance summary
Simulated account change
+0.00%
S&P 500 via SPY (simulated): +0.00%
Win Rate
0.0%
0 triggered trades
Average Gain / Trade
+0.00%
90 Days hold
Max Drawdown
+0.00%
Peak-to-trough on equity curve
Simulated strategy vs. S&P 500 via SPYSimulated
Made-up data, starting at 100. Each step is one closed pretend trade; later steps use the previous pretend balance.
No signals matched these parameters — lower the ΔI trigger or widen the date range.
How to read this chart
The Disparix Strategy line
Imagine you put $100 into a pretend account. Every time our system spotted a brand blowing up online before Wall Street noticed (a ΔI trigger), you bought that stock and sold it after the holding period you picked. This line is what that $100 would be worth over time. Up = the trades made money, down = they lost money.
The S&P 500 via SPY comparison line (simulated)
This pretend comparison starts at 100 and uses simulated returns for SPY, a fund that follows the S&P 500. It does not use actual historical market prices.
- Both start at 100. That is not dollars or price — it is a starting line so the two can be compared fairly. 150 means the money grew 50%; 80 means it shrank 20%.
- Gap between the lines = the edge. When the cyan line is above the grey one, the model's pretend trades are ahead of its pretend SPY comparison. Below means they lagged it.
- Each step is one finished trade, plotted on the day it was sold — so a steep jump is one big winner, and a long flat stretch means no brands hit the ΔI trigger you set.
- Fewer trades, bumpier line. Raising the ΔI slider makes the system pickier, so results swing harder on a handful of trades. That is normal — and it is why win rate and max drawdown above matter as much as the total return.
Simulated Triggered Trades Illustrative data (0 winners + 0 losses) · showing up to 15 losing trades in this display; this does not exclude losses from the simulation
| Ticker | Brand | Sector | ΔI at Trigger | Entry Date | Entry | Exit Date | Exit | P/L |
|---|---|---|---|---|---|---|---|---|
| No historical signals matched these filters. | ||||||||
This illustration uses invented signals, prices and returns. It is not real historical trading performance.