About Backtested Strategies
About us
Most trading content is written to persuade. Backtested Strategies is built to verify—with accuracy, transparency, and a clear paper trail from rules to results
We publish rules-first backtests of systematic strategies. Every episode answers the same three questions: How does the strategy behave? What does it likely cost to run? Where does it fit—if anywhere—in a disciplined portfolio? To get there, every episode states the full rule set and assumptions, runs a clean benchmark under identical conditions, and reads results in a fixed order: exposure first, risk second, payoff last. We also state the backtest settings that materially change outcomes, including signal and execution timing, costs, and cash treatment.
The goal is clarity you can trust. If you’ve ever tried to track down the precise rules behind a strategy, you already know the problem: missing definitions, timing details, and “small” assumptions change the outcome. We surface them, resolve the ambiguity, and show the work.
Backtested Strategies is a reference library of strategies and backtests, held to one standard. Clear definitions, careful framing, and consistent structure make strategies comparable rather than merely described. Methodology is centralized so assumptions are consistent across episodes, and changes are made explicitly rather than silently. Episodes are organized so you can browse by strategy type and behavior, not just by title.
If you have a strategy you want defined clearly and tested with intellectual honesty, Backtested Strategies is built for that conversation.
What you’ll find here
- Rules-first write-ups: Clear strategy write-ups with rules you can follow, replicate, and evaluate on your own data.
- Consistent format: A consistent episode format so ideas are easy to compare across trend-following, mean-reversion, and overlay strategies.
- Explicit backtest settings: Strategy pages state backtest settings explicitly, including instruments, timing, execution assumptions, costs, and cash treatment.
- Scorecards before headlines: Scorecards show participation, drawdowns, volatility, and trade behavior before performance headlines.
- Tuned and variant experiments: Tuned and variant rule sets are presented as experiments, not recommendations, so you can see how sensitive the edge is to parameter choices.
- Browsable index: A growing index you can browse by strategy type, style, and behavior when you are looking for a specific role to fill in a portfolio.
- Method notes: Methodology notes and caveats treat “small” details as first-order, not footnotes.
- Quality control: Episodes are reviewed against a standard checklist so rules, timing, assumptions, and edge cases are pinned before publication.
The goal is not to copy a system blindly. It’s to see how each rule set actually behaved through crashes, grind-up trends, and regime shifts, then decide whether that behavior is something you want in your portfolio. This is meant to be a place you return to, a dependable index you can lean on when you want the full rules, not a summary. If that sounds like you, you’re in the right place.
Who this is and is not for
Backtested Strategies is designed for people who already think in terms of rules, data, and constraints, including portfolio managers, systematic traders, quants, and serious individual investors who do their own work. The episodes assume you are comfortable with basic risk metrics, capacity limits, and the difference between a backtest and a live track record.
It is not a signal service, a model portfolio, or a promise of future returns. You will not find “buy now” calls, price targets, or intraday trade alerts. What you get instead is enough structure to replicate the backtests yourself, stress-test the rules under your own assumptions, and decide whether the strategy earns a place alongside the rest of your research.
If you want trading ideas framed honestly, with the rough edges left in, this is built for you. If you are looking for shortcuts, it probably isn’t.
About our Founder
Brian Ernest Metzger is an active trader with 15+ years of experience and the creator of Backtested Strategies.
Brian started Backtested Strategies because he believes the difference between “interesting” and “useful” is rigor. He cares deeply about getting the details right because, in trading, details are not cosmetic; they change the outcome. The work behind each page reflects that belief: precise definitions, consistent terminology, rules you can audit, and a commitment to earn long-term trust.
Brian is also the founder and CEO of Marquantex LLC, a quantitative strategy research and advisory firm serving family offices and other professional investors. Marquantex focuses on disciplined strategy evaluation and due diligence designed to hold up under scrutiny.
Brian holds an MBA from Georgetown University and is based in the San Francisco Bay Area.
Mailing address
Marquantex LLC / Backtested Strategies
28 Geary Street
Suite 650, PMB 5183
San Francisco, CA 94108