Test an options strategy against the chains that actually traded. OptionKrafter runs your rules day by day across all US tickers, prices every leg from historical option data, and shows you what those rules did — trade by trade, with the assumptions stated on every result.
Every trading day in your window, the engine checks your entry rules against that day’s data. When they’re met, it opens the position at prices from the chain as it stood, then manages it by your exit rules until one fires. Nothing is estimated from a pricing model, and no trade is skipped silently — days that didn’t qualify are counted and the reason given.
Each run reports the realistic result, with a modeled bid-ask spread and commissions applied, alongside the same trades priced at the mid. The gap between them is the execution cost your rules would have paid. We lead with the realistic figure because it’s the one that reflects what filling those trades would have involved; the mid figure is there for reference, not for quoting.
All US tickers. If it trades options on a US exchange you can backtest it — small caps, recent listings, thinly covered ETFs included.
Historical option chains begin January 1, 2008, subject to each ticker’s own listing history — a run that reaches past a name’s history says so plainly rather than papering over it. How far back your backtests may start depends on your plan.
From the chain as it stood, with a disclosed per-leg slippage model across the bid-ask spread and configurable commissions. The full write-up is on the methodology page.
Minute by minute from April 2023, end-of-day before that — selected automatically, and each run states which applied.