Automated analysis for educational purposes only, not financial advice. Consult a licensed advisor before investing.
Backtest Your Investment Strategy — EGX Historical Performance
The Backtest runs the FoudaLens quantitative model against historical EGX data from 2016 to today, showing you exactly what would have happened if you invested a set amount and followed the strategy end to end. You get a full equity curve, head-to-head comparison against EGX30 and Gold, every buy/sell trade logged, and risk metrics like Sharpe ratio and max drawdown. Every trade in the backtest is linked to an actual signal the model produced on that date — so the results are auditable, not curve-fitted.
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What you get
Detailed equity curve
See what your portfolio would be worth from any start date — daily chart from 2016 to today.
EGX30 & Gold benchmarks
Did the strategy beat the market index? Beat Gold? The answer is quantified, not qualitative.
Every trade logged
Every entry and exit in the backtest is itemized — date, price, size, and the signal that triggered it.
Risk metrics
Sharpe ratio, max drawdown, volatility, win rate — the metrics you need to evaluate the strategy before committing.
Custom capital size
Test EGP 10,000, 100,000, or 1M — see how the strategy scales with position size.
No curve fitting
Signals in the backtest are the same signals the model emitted in real time — no retroactive adjustments.
Get started
FoudaLens delivers comprehensive quantitative analysis of the Egyptian Exchange. Pick the plan that fits and unlock every advanced feature.
Plans start at EGP 250/month — no long-term commitment.
Frequently asked
What is backtesting and why does it matter?
Backtesting simulates an investment strategy against real historical data so you can see how it would have performed in the past. It matters because it gives you a sense of expected return, maximum drawdown, and volatility before you commit real capital.
What strategy does FoudaLens use in the backtest?
The quantitative model scores every stock on 5 technical factors: Trend strength (25%), Momentum (25%), Volatility control (20%), Relative strength (15%), and Volume confirmation (15%). Stocks that cross certain Fouda Score thresholds enter the portfolio; those that drop below exit.
How far back does the historical data go?
The backtest covers April 1, 2016 to the most recent trading session. Independent and trusted data — not synthetic or blended series.
Do past returns guarantee future performance?
No. Historical performance is not indicative of future results. The backtest is an educational tool for understanding how the strategy behaves — not investment advice. Every investment decision is yours and carries risk.