simple trading strategy backtester

interactive strategy validation workflow for historical market data.

python, pandas, matplotlib, streamlit

Built and tested a backtesting engine for algorithmic strategies, validating signal behavior over 5 years of OHLC history before presenting results to users. Metrics are put against Buy and Hold of the S&P500. Pulled and cleaned yFinance datasets, manually implemented technical indicators, and simulated buy/sell logic against known references to confirm correctness before full backtests. Developed an interactive dashboard with guides for users to experiment with the strategies available for their own findings.