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

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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?

edited Apr 23, 2016

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?

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.