A self-contained, interactive backtest dashboard for a post-earnings-announcement drift (PEAD) trading strategy: 85 liquid large-cap US stocks, 2019–2026, earnings surprise as the sole entry signal, ATR-based risk management.
Live page: published via GitHub Pages from this repo (see repo settings for the URL).
Just index.html — a single static file with all backtest data (472 trades,
equity curve, per-trade explanations) embedded directly in the page. No backend,
no build step, no external dependencies. Everything runs in your browser:
- Full backtest metrics, equity curve, and walk-forward results by year
- A searchable/sortable table of every trade
- A Trade Inspector: click any trade to see exactly why it fired (the earnings surprise %, ATR-based stop, hold period) and why it closed
- Historical playback: step through all 472 trades chronologically
- A Simulation Lab: enter your own capital and time horizon, and it bootstrap-resamples the actual historical trades to show a realistic range of outcomes (not a single optimistic projection)
This repo intentionally contains only the dashboard, not the trading engine, backtest code, or strategy configuration — those live in a separate private repository. This is a snapshot of results for reference and discussion, not a live or updating page.
Research/backtest only — not investment advice, not live trading.