Learning Center
Master the art and science of backtesting. From the basics to advanced techniques, these guides will help you test strategies like a pro.
Getting Started
What is Backtesting?
Learn the fundamentals of backtesting trading strategies using historical data.
Read guide →📐Key Backtest Metrics Explained
Understanding Sharpe ratio, max drawdown, win rate, and other essential metrics.
Read guide →🔧Building Your First Backtest
A step-by-step guide to running your first trading strategy backtest.
Read guide →💾Historical Data for Backtesting
Where to get quality historical data for stocks, options, and crypto — and what pitfalls to avoid.
Read guide →💰Trading Cost Assumptions That Kill Strategies
Realistic commissions, slippage, and fill assumptions separate paper profits from real ones.
Read guide →Level Up
Avoiding Overfitting in Backtests
The biggest trap in backtesting and how to avoid curve-fitting your strategies.
Read guide →🔀In-Sample vs Out-of-Sample Testing
The single most important discipline for building strategies that survive real markets.
Read guide →🚶Walk-Forward Analysis Explained
Rolling-window optimization that simulates how a strategy would actually be traded over time.
Read guide →⚖️Position Sizing Strategies
Kelly, fixed-fractional, and volatility-based sizing — how much to bet per trade.
Read guide →🎲Monte Carlo Simulation for Backtests
How to estimate the range of possible outcomes when your backtest is just one scenario.
Read guide →📊Portfolio Backtesting: Multi-Symbol Strategies
Testing strategies across many symbols simultaneously — the right way to handle position limits, correlation, and cash allocation.
Read guide →📉Handling Transaction Costs Realistically
Beyond commissions — spread modeling, market impact, and fill assumptions that reflect real markets.
Read guide →Deep Dives
Backtesting Options Strategies
Special considerations when backtesting options including Greeks, IV, and spreads.
Read guide →⚡Backtesting 0DTE Options Strategies
Same-day expiration options require intraday data and specific modeling assumptions most backtests get wrong.
Read guide →🦅Iron Condor Backtesting Framework
The full checklist for backtesting iron condors — DTE, delta, width, management rules, and IV filters.
Read guide →🔄Mean Reversion Strategies: RSI-2 and Beyond
How to properly test mean reversion signals — filters, exit rules, and universe selection.
Read guide →🌡️Regime Detection and Adaptive Backtesting
Markets change. Static strategies fail. Learn to identify and adapt to different market regimes.
Read guide →