Educational research, not investment advice. Every figure below is a hypothetical backtest — simulated results from historical data, not money that was ever traded. Backtested performance is not an indicator of future results. Nothing here is a recommendation to buy or sell any security, and Mezan does not sell trading signals.
Strategy Lab — Backtest & Monte Carlo
Webull Lab · Backtest & Monte Carlo

SwingTrend Strategy

Monte Carlo — outcome distribution

5,000 simulated accounts, each compounding ~ resampled trades. Where the mass sits is your realistic return; the red tail is bad luck.

losing outcome winning outcome median / 5th / 95th pct

Monte Carlo — worst-drawdown distribution

The deepest peak-to-trough drop in each simulated run. This is the pain you'd have to sit through.

median worst drawdown 5th-percentile (bad luck)

Simulated equity paths

60 possible account trajectories from the Monte Carlo. The spread is the uncertainty — same strategy, different luck.

Real equity curve

Per-symbol results vs. buy & hold

The honest benchmark. A left green edge marks the few symbols where the strategy actually beat buying and holding. Click a header to sort.

Symbol Strategy Buy & Hold Edge vs B&H Trades Win% Sharpe B&H Sh Max DD B&H DD