Blog
Backtesting method, trading statistics, and what the numbers actually mean.
July 31, 2026 · 9 min read
I backtested the DAX overnight-range break over 4 years — here’s what it actually did
We ran the DAX overnight-range break for four years and 5,069 trades. It made 2,321 points gross — and one tick of slippage would have wiped all of it out.
Read →July 31, 2026 · 9 min read
Why your backtest lies: survivorship, look-ahead and slippage in index futures
The three biases that inflate almost every backtest — survivorship, look-ahead and slippage — how each one gets in, and the checks that catch them.
Read →July 31, 2026 · 8 min read
What a realistic profit factor looks like (and why 3.0 means you have a bug)
What profit factor actually measures, what range is plausible for an intraday futures strategy, and the specific modelling bugs that produce a 3.0.
Read →July 31, 2026 · 8 min read
How many trades before a backtest means anything?
Sample size is not a round number like 100 — it falls out of the strategy’s own signal-to-noise ratio. The arithmetic, and what it implies in practice.
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