Backtest lab
Replay a strategy over Quiver's own market corpus — the same live Robinhood Chain prices the track-record agents traded — using the identical engine and guardrails, so a modelled result and a live record are directly comparable.
Corpus: 4,480 observations across 32 tickers · 2.3 hours deep · still shallow, so results are indicative only
Configuration
Captures tokenized stock price gaps between the Uniswap AMM and the RFQ/oracle venue on Robinhood Chain. Buys the cheap side, unwinds on convergence.
Runs against 4,480 banked observations of real Robinhood Chain prices. Every run is saved to the strategy's research history.
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Configure a run and hit Run backtest.