A comprehensive guide to testing systematic Buy & Sell rules against historical ASX prices, understanding momentum indicators, and estimating Australian Capital Gains Tax (CGT).
Quantitative testing allows Australian share investors to evaluate mechanical trading rules against historical market cycles before risking hard-earned capital.
Select a predefined, rules-based plan such as a Moving Average Golden Cross or an RSI Dip Buyer. Eliminate emotional decision-making and second-guessing.
Test your chosen rules on blue-chip benchmarks like BHP, CBA, CSL, and Wesfarmers, or search across 2,000+ companies listed on the Australian Securities Exchange.
Review every historical ▲ BUY and ▼ SELL trigger plotted on interactive price charts to understand entry and exit timing during bull and bear cycles.
See what a $10,000 starting cash balance would have returned, including win rates, drawdowns, and estimated Australian Capital Gains Tax (CGT) with 50% discount rules.
Our backtester includes 5 tested algorithmic models adapted for the liquidity and trading hours of the Australian equity market.
Triggers a buy when the 50-day Simple Moving Average crosses above the 200-day SMA, capturing major multi-month uptrends on ASX large-caps while exiting during extended bear downturns.
Utilizes Exponential Moving Averages weighted toward recent daily closing prices. Reacts more quickly to momentum shifts, making it well-suited for medium-volatility ASX mining and tech stocks.
Monitors the 14-day Relative Strength Index. Buys when oversold conditions (RSI < 30) suggest temporary market overreaction, and sells as prices normalize back toward the mean.
Combines moving average convergence divergence with a signal trigger line. Requires confirmed trend momentum before entering a position to filter out false breakouts.
Validates price breakouts only when accompanied by above-average ASX trading turnover, ensuring institutional participation behind the price movement.
Sign in with your Google account to unlock advanced indicator thresholds and test across all 2,000+ ASX stocks.
Most Australian retail investors lose money not because their ideas are bad, but because fear and greed lead to buying at peaks and selling at troughs. By backtesting systematic rules on past data:
A trading strategy that appears profitable on paper can produce poor after-tax returns under Australian tax laws if holding periods are short. Under ATO rules:
Everything Australian retail investors need to know about our strategy backtester.
An ASX strategy backtester is a quantitative simulation tool that applies explicit, rules-based Buy and Sell logic to historical Australian Securities Exchange share prices. It computes what your dollar returns, win rate, trade frequency, and tax liabilities would have been if you had strictly adhered to the strategy over the selected historical period.
Yes. Unlike platforms that require Python or complex code scripting (such as Backtrader or QuantConnect), MyASX is designed for self-directed retail investors. You simply choose a trading plan, pick any ASX stock, and our edge engine simulates the strategy and displays visual chart triggers with zero programming required.
In Australia, capital gains made on shares held for less than 12 months do not receive the 50% CGT discount. They are added in full to your taxable income and taxed at your marginal rate (up to 45% + Medicare levy). Because active trading strategies often exit within weeks or months, after-tax net profit can be considerably lower than gross returns. MyASX provides estimated CGT breakdowns so you see realistic numbers.
The Golden Cross is one of the most widely followed technical indicators globally. A Buy signal occurs when the 50-day SMA crosses above the 200-day SMA, indicating medium-term momentum has overcome long-term inertia. Conversely, a Death Cross occurs when the 50-day crosses below the 200-day, indicating a potential prolonged downturn and triggering a Sell signal.
The backtester evaluates standard ASX closing prices. You can implement these rules through any Australian CHESS-sponsored or custodial broker, including CommSec, NABTrade, CMC Markets, Selfwealth, Superhero, and Stake. You can also import CSV trade histories from CommSec and NABTrade directly into our CGT Calculator at tax time.
Try our risk-free $10,000 backtester on BHP, CBA, CSL, or any ASX-listed stock now.
