The backend is the point
This is a study in backend dataset structure: lookahead-safe queries, multiple-testing correction, and reproducible findings. The frontend stays thin.
full-stack rust · real daily bars · deterministic
Backtest eleven sector ETFs. Inspect every assumption.
Choose one of the eleven SPDR Select Sector ETFs and one of six transparent strategies. The native Rust engine runs the full daily history, lags signals by one bar, and reports price-only assumptions beside the result.
reading live data ...
Run a backtest
Pick a sector ETF and a named strategy. Parameters are shown in the menu. The engine runs over the full available daily history, with signals lagged one bar so the result cannot peek at tomorrow.
The universe
The strategy picker covers the eleven Select Sector ETFs. SPX belongs to the separate worked event study. Single names and benchmark comparisons are out of scope for this release.
- SPX study
- XLBMaterials
- XLCCommunication
- XLEEnergy
- XLFFinancials
- XLIIndustrials
- XLKTechnology
- XLPStaples
- XLUUtilities
- XLVHealth Care
- XLYDiscretionary
- XLREReal Estate
Why this exists
Pure Rust, top to bottom
Leptos on axum, read-only PostgREST, a Polars event shard, and the backtest core compiled native. The picker submits a typed request, and execution stays deterministic.
Honest by construction
Daily bars only, explicit assumptions, generous beta limits, and a backend that rejects malformed requests or ambiguous price histories.