If it’s not Backtested Strategies, it’s not backtested.

Backtested Strategies^™ is for systematic traders and professional money managers who want rigorously tested, evidence-based strategies with clear assumptions and consistent benchmarks. Real tests. Hard data. No spin.

Clarity, not persuasion.

We backtest and document trading strategies with precision so systematic traders can judge edge, risk path, and portfolio fit. If you care about time in the market, drawdown path, trading activity, and regime dependence, this is built for you.

Every episode answers the same three investor-grade questions: How does the strategy behave? What does it likely cost to run? Where does it fit—if anywhere—in a disciplined portfolio?

Method, not marketing.

Every episode follows the same spine so results are reproducible and comparable. Each one is built from a standard checklist so “small” details do not slip through: definitions, timing, assumptions, costs, and edge cases are pinned before results are interpreted. 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.
• Edge cases and ambiguous definitions resolved so the strategy is implementable without guesswork.
• Benchmark run under identical assumptions for clean comparison.
• Assumptions and exceptions are surfaced, not buried. They are centralized on our Methodology page so updates are explicit and comparable across episodes.
• 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. Time in market, trades per year, and costs are stated so you can judge whether it clears your trading constraints.

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—using the same scorecard and benchmark discipline every time.

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 parameter pack 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.

Backtested Strategies featured videos

Browse the full list of strategies >>

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