API …SPY · XNYS · Daily bars
UTC 05:24:21Yangon 11:54:21 · 13 Nov 2026
Static demo · Real data snapshot of 13 Nov 2026 · Read-only — live controls need the hosted backend
Paper Trading — No Real Money · All executions are simulated fills

Backtest Lab

Event-driven, no-look-ahead simulation: decide at close T, fill at open T+1 with slippage. Benchmarked against SPY buy & hold. Price-only — dividends/splits not modelled.

Backtest History

No backtests stored
Run one above — results are persisted with dataset version for auditability.
Backtests are simulations on historical bars. They ignore dividends and splits, assume fills at next-open plus slippage, and cannot guarantee future results. NEXUS never presents backtest output as expected live performance. If a strategy shows no edge, the correct answer is to not trade it — the risk engine will never force a trade.