Learn
Honest backtesting, from people who ran 21,888 of them.
No fluff, no “top 10 indicators.” These guides exist because we mined five years of futures data at scale, watched beautiful strategies die honest deaths, and wrote down exactly why. Every number in them comes from our own documented runs.
Field guide7 ways to lie with a backtest (and how to catch each one)
Cherry-picked windows, survivorship bias, look-ahead leaks, over-optimization, ignored costs, p-hacking, burned holdouts. Seven lies, seven fast catches.
Case studyWhy your backtest looks great and your live account doesn’t
21,888 backtests. A $100k→$227k winner. Zero real edges. The anatomy of overfitting, with the five checks that catch it.
StatisticsThe Deflated Sharpe Ratio, explained for traders who hate math
Try enough strategies and one will “work.” The DSR tells you whether your winner beat the luck of the search, or is it.
MethodWalk-forward analysis & out-of-sample testing, done honestly
Sealed vaults, the one-look rule, embargo gaps, and the quiet ways traders burn their own holdout data.
TrueEdge is a Windows desktop backtester built around these checks; the free tier runs the honest core on your own data, no card (download). Simulated results have inherent limitations; nothing here is investment advice (full disclaimer).