Backtesting
Walk-forward blind testing with Monte Carlo validation. Every strategy is tested on data it has never seen.
Walk-Forward Windows
Strategies Tested
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Best Sharpe
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Lowest Drawdown
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Phase
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Hall of Fame
Recent Backtests
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.