RLX Backtester
Fast Rust backtesting engine for quantitative traders
RLX Backtester launched on July 9, 2026 with 6 votes, #3,356 of 24,623 launches that month and more than 75% of that year's launches.
What it does
RLX Backtester is a native macOS app built for AI-powered quantitative research. Connect Claude, Cursor, or any MCP-compatible agent to design, backtest, optimize, and stress-test trading strategies locally. Unlike traditional backtesting tools, RLX combines a high-performance Rust engine, reinforcement learning workflows, and an AI-native interface that lets autonomous agents iterate on strategies in real time. Free tier included, with Pro for unlimited research.
Give RLXBT market data and press one button. Research Autopilot profiles it, tests bounded hypotheses, rejects overfit ideas, and returns an inspectable evidence verdict.
RLXBT profiles the market, generates bounded hypotheses, kills weak ideas with backtests, stress-tests the survivors, and gives you the evidence — even when the answer is NO EDGE FOUND . Select market data and press Start research . You do not need to know indicators, strategy JSON, parameter search, Walk-Forward, Monte Carlo, or MCP. Other AI trading agents generate strategies. RLXBT tries to prove they are wrong before you trust them. A valid result. Nothing is fabricated to make the run look successful. Run the complete research, backtesting and live-signal engine headlessly on your own Linux server — the same Rust evaluator, without the dashboard. How RLXBT changes the game for quant…from rlxbt.com
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