Run historical strategy simulations on the AAOIFI-aligned ethically screened equity universe with full transaction cost modeling.
Important: All backtesting results are hypothetical and illustrative only. They do not represent actual trading performance. Past backtested performance does not predict future results. Backtesting has inherent limitations including look-ahead bias and overfitting risk.
The Backtesting Laboratory lets you run historical simulations of factor-based strategies applied exclusively to the ethically screened universe. You configure strategy parameters; the engine runs the simulation with realistic cost modeling and returns a full performance report.
The backtest universe is always the AAOIFI-aligned ethical screen applied to US equities. Universe re-screening is applied within the backtest — stocks that would have failed the screen at the time are excluded from that period's signals, maintaining consistency with how the screen would have been applied historically.
Note: The Nucore Core Strategy uses a proprietary multi-factor scoring methodology. Specific factor weights and selection logic are not disclosed or configurable by subscribers.
Each backtest run produces a full performance report including:
Our published illustrative backtest (4,433% net profit, 19.412% CAGR, Sharpe 0.617) serves as the baseline reference. Full methodology is disclosed on the Backtesting page. See the methodology blog post for a complete deep-dive.
The Backtesting Laboratory is included in both Individual ($99/mo) and Institutional ($999/mo) plans. Institutional subscribers can export backtest data via API for integration with external systems.