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How to test algos that use data feeds that do not go back far enough to test against a market crash?

Problem: I have no way of knowing how an algo that uses the Estimize data feed i.e. Post-Earnings Drift Trading Strategy with Estimize algorithm or one that uses the PsychSignal data feed i.e. Multi-factor long short with Twitter & StockTwits trader mood sentiment would perform during a market crash like that of 2008.

Its impossible to know how the PyschSignal algo would perform since it wasn't around during that time.
But perhaps its possible to have an estimate of how the Estimize algo would work by substituting the estimize data feed with a wallstreet consensus data feed? or a better question is, how do earnings perform during an economic decline? How does the PEAD strategy perform during an economic decline?