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

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Backtested Strategies^™ is for systematic traders and money managers who want trading strategies evaluated under an explicit, standardized, and conservative backtest methodology—with rules stated clearly, assumptions surfaced, and frictions treated seriously. Real tests. Hard data. No spin.

Clarity, not persuasion.

We backtest and document trading strategies so readers can judge edge, risk path, and portfolio fit with the full structure of the test in view. If you care about time in market, drawdown path, trading activity, and regime dependence, you’re in the right place.

Every episode answers the same three investor-grade questions: how the strategy behaves, what it likely costs to run, and where it fits, if anywhere, in a disciplined portfolio.

Method, not marketing.

Every episode follows the same spine so results stay reproducible and comparable. We state the rule stack explicitly, define signal and execution timing, resolve ambiguous definitions, and run a clean benchmark under the same conditions.

Small details can materially change a backtest, so we don’t treat them as footnotes. We surface assumptions and exceptions instead of burying them. They’re centralized on the Methodology page so updates stay explicit and comparable across episodes.

We interpret results in a fixed order: exposure first, risk second, payoff last. We treat frictions as real. We state costs, timing, cash treatment, and other assumptions that shape outcomes so readers can judge whether a strategy clears their own trading constraints.

That discipline carries through the full evaluation. Each episode states the full strategy specification explicitly, resolves edge cases where possible, runs benchmarks under identical assumptions for clean comparison, and puts participation, risk, and trading behavior ahead of headline returns.

Evidence, not anecdotes.

If you want a highlight reel or a single headline metric, you won’t find it here. We show the full run, the weak spots, and the portfolio role a strategy can or can’t 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 packs. When we tune parameters, we document what the tuning is trying to fix, what it buys, what it costs, and why we selected the final values.

Browse the full list of backtested strategies — and subscribe to get new episodes and research updates. No hype. No spam. Unsubscribe anytime.