03 / Backtesting

Backtesting

Use historical testing to reject weak assumptions, not to hunt for perfect equity curves.

A backtest is evidence, not permission.

Modules: 3 Lessons: 3 Focus: Reject or advance

Start Module 01 Back to Hub

Historical pressure test The backtesting engine should answer one question: does the strategy behave well enough, under realistic assumptions, to deserve more attention? The job is to pressure-test the claim, not to prove that the idea is special.

Modules 3

Lessons 3

Focus Reject or advance

Modules

Three compact modules. One lesson per module.

Open each lesson only when you are ready for the next concept. No long reading wall, no hidden structure.

Module 01

Basics

Start with the operating model and the first principle behind this topic.

1 lesson

Concepts Module 01

Signals of a useful backtest

Good validation gives you reasons to trust or reject the process. Bad validation gives you a screenshot.

Make the environment believable The equity curve should be readable

Module 02

Core Concepts

Lock in the framework, filters, and checks that make the topic usable.

1 lesson

Workflow Module 02

How to use the engine like a filter instead of a marketing tool

The fastest path to better deployment is learning to reject more strategies earlier.

Lock the strategy before the run Run broad enough scenarios

Module 03

Practical Understanding

Translate the theory into operator decisions, review habits, and next actions.

1 lesson

Checklist Module 03

The backtest questions SFZ should help you answer fast

These checks keep the engine aligned with real operational decisions.

Metrics that matter Reasons to fail the strategy

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