Generate return price paths

Learn how our price movement tools can help you anticipate how the returns of the security you're trading may unfold over time.

Get started — it's free

Play Video

Simulate
Project forward — then visualize price movement

Average Path Forward

Render forward performance

Depict how security returns typically unfold over time after your trading signal occurs

Select your signals and run a backtest
The app will display the average 60-day historical return path of the backtested security whenever the signal has appeared

Visit the tutorial

Enhance
Append return paths

Confidence Intervals

Model normalized movement

Visualize the historical bounds of returns over time at various probabilities

The middle line depicts the mean forward return path over time
The upper and lower intervals respectively represent the 95th and 5th percentiles of return paths

Visit the tutorial

Implement
Easily identify return outliers

Path Max and Min

Visualize extremes

Add the maximum and minimum historical returns — or specific percentiles — to the forward return profile in order to see how they have unfolded over time

Visualize the maximum and minimum return paths for greater granularity
Toggle additional percentile thresholds using the legend at the bottom of the chart

Visit the tutorial