Backtest records
This is where the numbers behind the strategies will live — including the ones that do not flatter us. Nothing is published here yet, and until it is, treat every strategy on this site as a documented idea rather than a proven one.
How records will be reported
Evidence, or nothing
What a record will containRead more
Every published record will state the instrument, the timeframe, the exact rules tested, the period covered and the number of trades in the sample. It will show the losing runs as prominently as the winning ones, and it will say plainly where the assumptions are generous — slippage, fills at the stop, and the difference between a backtest and a live seat with a daily loss limit. A backtest that only reports the good number is marketing, not evidence.
Records for the favourites tooLinked
The shortlist on the favourites page and the records here are meant to be read together: a strategy does not get called a favourite here until there is a record behind it, and a record is not much use without the written rules it was run against. Both pages are being built at the same time for that reason.
What is done and what is not
No pretending it is finished. This is the honest state of it.
Rules written down
You cannot backtest a feeling. Every strategy already has an explicit trigger, invalidation and target.
Building the test harness
Data, execution assumptions, and the reporting format that shows the losses as clearly as the wins.
Running the index futures book
ES and NQ first, since that is where the funded seats are.
Publishing results, including the bad ones
Any strategy that does not survive its own test gets marked as such rather than quietly removed.