Prompt-first strategy backtesting

Stock Strategy Simulator

Describe the strategy naturally. The simulator should infer the rules from the prompt, keep the interface minimal, and only ask for extra controls when the request really needs them.

Strategy prompt

Initial capital

Universe or tickers, optional

Start date

End date

Advanced controls

Most runs should work from the prompt alone. These controls are only here when you need to override the compiler.

Benchmark

Data provider

Bar interval

Weighting

Fees (bps)

Slippage (bps)

Regime filter

Defensive ticker

Max volatility %

Stop loss %

Enable walk-forward

Train months

Test months

Enable sensitivity grid

Lookbacks

Top Ns

What the engine inferred

Run a simulation to see the compiled strategy.

Interpretation notes

Prompt interpretation notes will appear here.

Assumptions

Assumptions will appear here after a run.

Data quality

Data-quality notes will appear here after a run.

Performance

Equity curve

Drawdown

Walk-forward summary

Run a simulation to populate walk-forward results.

Sensitivity grid

Monthly returns

Saved simulations

Trades

Allocation changes