Wall Street Tools. Without the Walls.
Test any stock strategy against ten years of clean data.
5,000+ NYSE and NASDAQ companies. Point-in-time integrity. Black-Scholes hedging in the simulation.
Every backtest produces a research report.
Institutional-grade deliverables, generated in under a minute. No copy-paste, no Excel wrangling, no manual chart building. The kind of output an RIA team would spend half a day building in Bloomberg, generated from a screen you built in five minutes.
Abstract, methodology, three panels of institutional metrics, risk decomposition, portfolio construction, AI analysis, references. Eight figures.
Monthly returns, performance metrics, holdings across every rebalance, sector allocation, drawdown episodes, rolling 12-month data, calendar year returns.
Claude Haiku writes strategy assessment, risk observations, and screening criteria commentary, specific to your exact backtest, not boilerplate.
See what a finished report looks like.
This is a real 5-year backtest of a profitable-quality value screen. Revenue > $2B, ROE > 20%, operating margin > 20%, positive free cash flow, low leverage. Ending value: $223K from $100K. Sharpe 0.75. +8.4% alpha.
From idea to publishable report. Five steps.
The workflow institutional research teams run every morning. Yours takes minutes, not days. And costs $17.
Filter the universe.
Pick from 31+ fundamental metrics like P/E, ROE, free cash flow, and debt-to-equity. Narrow 5,000 companies down to a watchlist that matches your thesis.
Build a strategy.
Define rebalance frequency, position sizing, and entry rules in a no-code editor. Or describe the strategy in plain English and let the AI Copilot translate it.
Backtest against history.
Run 2 to 10 years of point-in-time data against any benchmark. Survivorship bias removed, look-ahead bias prevented.
See the full picture.
Equity curve, drawdown episodes, monthly heatmap, rolling Sharpe, sector allocation, per-stock contribution. Every chart institutional analysts use.
Ship a research report.
A 9-section PDF and 7-sheet Excel workbook with AI-written analysis specific to your backtest. Generated in under a minute. The kind of deliverable an RIA team would spend half a day producing.
Subscription Tiers
Starter (Free)
- Stock screening across 5,000+ NYSE & NASDAQ companies
- Full financial screening across 31+ metrics
- Point-in-time backtesting (2-year history)
- AI-powered Strategy Copilot
- Performance & risk analytics dashboard
- No code. No cost. No friction.
Want deeper history? SledgeKey+ unlocks 10 years.
SledgeKey+
- Full research report: 9-section PDF + 7-sheet Excel workbook
- Portfolio hedging with Black-Scholes protective puts. Model real downside protection across every rebalance.
- Per-stock deep-dive: 5-year trajectory, peer comps, interactive DCF, AI-written thesis
- AI-powered analysis written for each backtest
- 10-year backtesting with slippage modeling
- Custom index and benchmark analysis
- Everything in Starter, at institutional depth
Why Choose SledgeKey?
Unrivaled Speed
Optimized architecture reduces screening from minutes to milliseconds, so your ideas are never delayed.
Accurate Data
Point-in-time data with survivorship bias removed ensures true historical integrity and fair backtests.
Intuitive UX
A trading desk-inspired interface keeps your workflow seamless and reduces cognitive load.
Fair Pricing
Access institutional-grade tools at a fraction of the cost of legacy terminals without sacrificing functionality.
Institutional Hedging
Model real downside protection with Black-Scholes protective puts. The only retail backtester that prices portfolio-level hedges across every rebalance.
Ready to unlock your edge?
Screen smarter, test your ideas against real data, and invest with conviction.