BackBoard is a tool for testing stock trading strategies because we’re doubtful any of them work. It’s like a blackboard for sketchy backtests not yet worthy of ink, and like a basketball backboard off which strategies will either bounce or sink, adding to the ever-growing tally of doubt.
We’re starting with William O’Neil’s CANSLIM strategy. He seemed ripe for confirming our doubts. We’ll move on to others soon enough. This space is a log of progress for now. Proper documentation may happen eventually, though I wouldn’t hold my breath.
- 2024-12-27: Pure CANSLIM tests are done, it performs badly, pretty much like O'Neil's FFTY ETF. Moving on to new strategies.
- 2024-12-12: While working on index and market proxy consistancy, made an interactive visualization of the S&P 500 constituents over time.
- 2024-12-11: Each of CANSLIM validated. Reports now more descriptive. Metrics use money market proxy.
- 2024-12-10: Now have unique reports for each strategy. The L and A in CANSLIM need work.
- 2024-12-09: First full pipeline execution with backtesting and reporting; NaNs and flat lines in outputs, will debug further.
- 2024-12-07: Project reorganized and renamed to BackBoard.
- 2024-12-06: Splits, dividends, and name changes now accounted for in data processing.
- 2024-12-03: Pulled historic financials and completed basic calculations for all of CANSLIM.
- 2024-11-28: Successfully pulled and processed all day aggregates from 2003 to present.
- 2024-11-28: Initial S3 client setup for fetching flat files.
- 2024-11-28: Initial commit and project setup.
This project is licensed under the GPL-3.0 License. See the LICENSE file for details.