Backtested Strategies™

Real tests. Hard data. No spin.

We document trading strategies precisely, and run reproducible backtests under explicit assumptions so systematic traders can evaluate edge, risk path and portfolio role.

Clarity, not persuasion.

This is for systematic traders, analysts and portfolio managers who evaluate strategies as evidence-based trade-offs. If you care about participation, drawdown path, turnover and regime dependence, this is built for you.

We translate each idea into explicit trading rules, specify timing and assumptions that materially change results and run a clean benchmark under identical conditions for comparison.

The objective is clarity, not persuasion. What does the strategy do, what does it cost and what role could it plausibly play in a portfolio?

Method, not marketing.

Every episode is built to be reproducible and comparable. We state the rule stack explicitly, run a clean benchmark under the same conditions and interpret results in a fixed order so conclusions do not drift with the narrative.

  • Full strategy spec, stated explicitly.
  • Signal and execution timing defined so the backtest is reproducible.
  • Benchmark run under identical assumptions for clean comparison.
  • Scorecard discipline. Exposure first, risk second, payoff last.
  • Equity-curve walkthrough that ties metrics to what happened through time.
  • Regime-aware interpretation that pressure-tests behavior across drawdowns and volatility shifts.
  • Frictions treated as real. Turnover and implementation implications are discussed as constraints, not footnotes.

Evidence, not anecdotes.

If you want a highlight reel or a single headline metric, you will not find it here. We show the full run, the failure modes and the portfolio role the strategy can or cannot plausibly play.

Backtest videos. Rules and assumptions on-screen, benchmarked head-to-head, with a disciplined scorecard and an equity-curve walkthrough.

Strategy pages. Trading rules written for implementation, plus the episode scorecard and the logic needed to interpret it.

Tuned-variant technical pages. When we tune parameters, we document what the tuning is trying to fix, what it buys and what it costs and why the chosen values were selected from the sweep.

Featured videos

Browse the full list of strategies >>

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