How do you backtest dark pool prints?
By Faizan Ahmad. Updated .
Describe the rule in plain words in the Tradytics backtester and it runs on every dark pool print since October 28, 2024: 24.4 million prints and 6.5 million blocks over 507 sessions, across 14,147 tickers, each block ranked against the stock's own last 12 months, then shows the equity curve against SPY, every trade, Sharpe, drawdown, win rate and the code it ran. One of the starting cards in the app is exactly this: the five stocks with the most dark pool dollars each week, held for the week.
The steps
- Click Backtest beside Chat on any page, or open tradytics.com/backtest.
- Write the rule, or tap the card "the five stocks with the most dark pool dollars each week".
- Read the result: the curve against SPY and against buy and hold of the same names, every round trip, and the same rule after trading costs and on a final stretch of the period left untouched while the rule was built.
- Refine it in the same thread ("only prints ranked in the stock's top 10 of the year", "hold 20 sessions instead") and the analyst reuses what it built.
What the dark pool history holds
| Field | What a test can use |
|---|---|
| Every print | 24.4 million since October 28, 2024, with price, shares, dollar value and venue |
| Blocks | 6.5 million, each with its rank against the stock's own last 12 months by dollar value |
| Coverage | 14,147 US stocks and ETFs over 507 sessions |
| Levels | The prices where a stock's dark pool dollars concentrated, built from the prints |
The same history joins every options flow order since March 31, 2025 and daily stock prices since 2003, so one rule can combine a dark pool print with the flow and the chart.
Rules worth testing
- The five stocks with the most dark pool dollars each week, held for the week, against SPY.
- Buy a stock the day it prints its biggest dark pool block of the year, hold 20 sessions.
- A top-three print of the year on the same day calls are bought at the ask in that stock.
- Hold SPY while it closes above its largest dark pool level of the last three months, cash below it.
A dark pool print carries no buyer or seller side, so a sound test reads size, rank and level, then lets the price decide. More on that in are dark pool prints bullish or bearish.
Why test on rank, not dollar size
A fixed dollar cutoff treats every stock the same, so the busiest names fill every week and a mid-cap's print of the year never makes the list. A rank asks whether a print is big for that stock: #1 is the largest block in that name in 12 months. That lets one rule run across mega-caps and small caps alike. How the rank is built: ranked dark pool prints.
Plans and the API
| Free | Plus | Pro | |
|---|---|---|---|
| Backtests a day | 1 | 5 | 25 |
| Dark pool prints in the app | Previous session | Today | Today |
| Dark pool API | 300 calls a minute, 50,000 a day |
To run tests in your own code, Pro includes the dark pool data API with the prints, ranks and levels. Today's prints, ranked, are on the dark pool page.
Common questions
Can I backtest dark pool levels?
Yes. Describe the level ("the price with the most dark pool dollars over three months") and the rule around it, and Tradytics tests it on prints since October 28, 2024.
How much dark pool history is there?
24.4 million prints and 6.5 million blocks over 507 sessions since October 28, 2024, across 14,147 tickers.
Can I combine dark pool prints and options flow in one test?
Yes. Both sit in the same sandbox, with every options flow order since March 31, 2025.
Do I need to code?
No. You write the rule in plain words; the analyst writes the code, runs it and shows it with every trade.
- Dark pool and block prints on 2026-11-05: 12,889 prints worth $141.31B, $74.85B of it in dark pools.
- Most traded in dark pools and blocks: SPY ($21.79B), IVV ($5.68B), V ($1.89B), LQD ($1.83B), IWM ($1.61B).
Updated 2026-11-06 07:49 UTC