What data does BenchAlgo use?
CME Globex data for ES, NQ and GC, from 1-minute bars up to MBO. Both full-size and micro contracts work. The plan includes 15 years of OHLC bars, 1 year of tick data and more than 3 months of MBO data, with new MBO data added every month, and more is available as a package: contact support for pricing. The market data stays on our servers.
What do I see in the results?
Profit and loss in US dollars, and every trade as a move in ticks from its entry. You never see raw market prices.
Are my strategies private?
Yes. Your strategies, chats and reports are private to your account. If an operator ever opens your data to help you, that access is written to an audit log.
Are costs and slippage included?
Yes. Every trade pays a per-contract fee and slippage on entry and on exit. The harness sets these costs, so a strategy cannot lower them. The Cost stress screen and the double-costs check show what happens when costs get worse.
Which AI writes the strategies?
You choose. Use an OpenRouter model on our server, paid with credits. Or connect your own Claude Code or Codex through the st-mcp tools.
Does the AI see my data or my results?
No. The AI gets the public harness API, your strategy code and a short written feedback note: the verdict, a rounded score and which checks failed. It never sees market data, trades or curves.
How do credits work?
Credits pay for AI usage on our server and for backtests. One US dollar buys 100 credits. The pricing page lists the monthly plan.
Can I trade live with BenchAlgo?
Not yet. BenchAlgo is for research. It has no broker connection and does not place orders. The Deploy page in the app is switched off.
What is the sealed holdout?
The most recent three months of data are locked away. For now, nothing is tuned, scored or shown on them. They stay as a final exam that no idea has seen.
Can I bring my own Claude Code or Codex?
Yes. Connect it through the st-mcp tools. It gets three tools: check_strategy, run_backtest and get_result. The first one is free and the second one uses credits. The Settings page in the app shows how to connect.
Your strategy code runs only in our sandbox.
Does a high score mean a strategy will make money?
No. A high score means the idea survived strict tests on past data. It does not predict future results. Markets change, and every backtest is a simulation.
How is this different from an ordinary backtester?
An ordinary backtester gives you one equity curve for one idea. BenchAlgo keeps every idea your AI tries as a node, tests each one the same strict way and shows the whole tree, failures included. You see what worked and what did not.