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 (11,984% net profit, 24.963% CAGR, Sharpe 0.745, backtest period: January 2005 to present) 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 and Institutional plans. Institutional subscribers can export backtest data via API for integration with external systems.