Overview Backtesting Paper Trading History

Backtesting

Walk-forward blind testing with Monte Carlo validation. Every strategy is tested on data it has never seen.

Walk-Forward Windows

Day 1 Day 30 TRAIN (7d) TEST (2d) TRAIN TEST TRAIN TEST TRAIN TEST Walk-Forward 7d train / 2d blind test 11+ rolling windows 1000 Monte Carlo shuffles Overfit detection ratio
Strategies Tested
Best Sharpe
Lowest Drawdown
Phase

Hall of Fame

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Recent Backtests

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7d
Training Window

Strategy learns signal weights from 7 days of historical data. Never sees the test period.

2d
Blind Test

Strategy is evaluated on data it has never seen. This prevents overfitting to past patterns.

1000
Monte Carlo Shuffles

Random shuffles determine if results are statistically significant or just luck. p-value reported.