Backtest · AAPL
Backtest AAPL — Candle by Candle
Apple is the least exciting stock in this catalogue and the most useful one to test on, for the same reason: it is the closest thing the list has to a control instrument. It is enormously liquid, its spread is negligible, it gaps less than anything else here, and it spends most of its life doing something a chart pattern can be measured against. If a rule cannot work on AAPL, it is worth asking whether it is a rule at all or a bet on volatility.
Use it as the control, not the showcase
There is a specific failure that this stock exposes. Many retail strategies are, underneath, long volatility: they need big ranges to clear the spread and reach the target, and they quietly stop working when the range compresses. On TSLA that never shows up. On AAPL it shows up immediately, because there are long stretches where the daily range is under 1%.
So the honest sequence is: prove it on Apple first, then see whether it also survives on the fast names. Doing it the other way round — proving it on Tesla and assuming it generalises — is how people end up with a strategy that only works in the months they least want to be trading.
The 4-for-1 split in August 2020 is in the archive and back-adjusted. Apple's earnings gaps are real but modest by this list's standards, typically low single digits, which makes it a reasonable place to test an event rule before applying it to a name where getting it wrong is expensive.
What the AAPL data actually is
The archive runs from May 2018 to the most recent session we hold, on every timeframe from one minute to monthly. It is open from the first chart — there is no plan that unlocks more of it, and no shorter window for people who have not paid.
Equity data here is regular hours only — 09:30 to 16:00 New York, no pre-market and no after-hours. That is not a gap in the data, it is what an equity session is, and it has a consequence worth planning for: every trading day opens with a gap rather than continuing from the previous close, so any rule you carried over from an index future or an FX pair is about to meet a discontinuity it has never been tested against.
Prices are split-adjusted throughout, so a chart of 2019 shows what you would compare against today rather than the raw tape. Getting this wrong is the classic silent equity-backtest bug: an unadjusted series prints a 90% single-day crash on the split date, and a stop-loss rule tested through it produces numbers that mean nothing.
How to backtest AAPL without fooling yourself
Run your full rule set on AAPL from 2018 and count the occurrences. If the setup barely appears, that is a finding: a rule that needs volatility to trigger is a rule with a hidden market-condition dependency.
Record the average range at entry alongside every trade. When you later compare the winners and losers, you will usually find the edge is concentrated in the wider-range days — and that is the number that tells you whether you have a pattern or a volatility filter.
Then take the identical rules to NVDA and NFLX and see how much of the result survives the change of instrument.
Frequently asked questions
Is AAPL backtesting free?
Yes, and there is no card and no trial timer. You get Apple back to May 2018, with every tool the product has, for 2,000 candles of replay — about two hours of stepping through a chart. After that you top up for $5, or pay $19.99 once and never think about it again. Nothing you buy expires. The whole archive is open on the first chart — there is no shorter free window on equities any more.
Is the Apple data split-adjusted?
Yes. The 4-for-1 split of August 2020 is back-adjusted, so the series runs continuously through it and a percentage-based stop behaves correctly on both sides of the date.
Why backtest Apple rather than a more volatile stock?
Because it is the harder test. A strategy that only produces results on high-volatility names is usually a volatility exposure wearing a strategy's clothes, and Apple's quieter stretches are where that becomes visible. Prove it here, then check it on the fast names.
Does the archive cover a bear market?
Yes — the 2020 crash and the whole of 2022 are in it, on every timeframe. That matters more than length: eight years that only contained an uptrend would be a worse sample than three that contained both.
Open AAPL and start stepping
Real Apple history, split-adjusted, one candle at a time. No account, no card, 2,000 candles free.
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