Step 1 — Research evidence
Backtest with insight
Scan for a statistical edge across history, backtest it, sweep parameters to see which settings actually matter, and walk it forward through out-of-sample windows to check whether the edge holds up.
Evidence shown
Signal scan, parameter sweep, walk-forward windows, holdout, and stress metrics
Verification gauntlet
Evidence required before paper operation
OOS Sharpe
0.94
Holdout return
+7.8%
Overfit risk
Moderate
Stable variants
18 / 24
Median window
+9.4%
Worst window
−3.1%
Cost stress
+15.2%
Strategy corr.
0.42