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Practical guides on indicator strategies and backtesting. No hype.
- ·6 min read
What Is Backtesting? A Practical Guide for New Algo Traders
Backtesting is the simplest way to filter trading ideas. Here is what it does, what it cannot do, and how to read the results.
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The Four Backtest Metrics That Actually Matter
Total return is a marketing number. These four metrics tell you whether a strategy is worth trading.
Read more → - ·7 min read
Five Backtest Mistakes That Wipe Out Real Money
The expensive mistakes are the ones that make a backtest look better than reality. Here are the worst offenders.
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How to Read an Equity Curve Without Fooling Yourself
An equity curve summarizes a strategy's history in one line. Here is what to look for, what to ignore, and the four shapes that should make you suspicious.
Read more → - ·8 min read
Walk-Forward Analysis: Detecting Overfit Strategies Before They Burn You
A single in-sample backtest can fool anyone. Walk-forward analysis is the simplest defense against picking parameters that worked once and will never work again.
Read more → - ·7 min read
Why Slippage and Commissions Quietly Destroy Most Strategies
Backtests that ignore execution costs almost always lie. Here is how slippage and commissions actually work, why they matter more than you think, and how to model them honestly.
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