Contract backtesting and quant research for traders and analysts. You bring the idea — I test it after fees, out of sample, and against random chance, then tell you exactly what the data says.
prove_your_edge()
Most strategies don't survive honest testing. I've built and tested hundreds across futures, options, FX and crypto — and rejected most of them. An honest no is worth more than a flattering backtest.
How I test
Net of real costs. Commissions and slippage modeled for your instrument and broker — no frictionless fantasy fills.
Out of sample, every time. Walk-forward and holdout testing, so the result isn't just a curve fit to the past.
Versus random. Every edge is compared to random entries with the same exposure. If chance does as well, you'll know.
Bug-hunted. Lookahead leaks, timezone and DST errors, survivorship bias — the quiet mistakes that make backtests lie.
Every report shows the losing years too.
Services
Strategy Autopsy — from $500. Send your rules. Get a full report: results by year, out-of-sample performance, cost sensitivity, random-entry controls, and a plain-English verdict on whether the edge is statistically real.
Custom Research — from $1,500. Bigger questions: does an indicator, flow metric, macro release or market-structure feature carry information? Hypothesis, test design, results and caveats.
Build — quoted per project. Your strategy as clean, documented Python you own and run yourself.
Markets: futures (ES, NQ, CL, GC, FX), equities and ETFs, options, crypto.
FAQ
Will you tell me what to trade?
No. I test the ideas you bring and report what the historical data shows. I don't give buy/sell recommendations, signals or position sizing — every trading decision is yours.
What do I need to send?
Your rules in plain English or code: entries, exits, stops, instrument and timeframe. If you have your own data, great — otherwise data costs are scoped up front.
What do I get back?
A written report with charts and statistics — results by year, out-of-sample performance, cost sensitivity and random-entry controls — plus the code if you want it.
Start a project
Tell me about your strategy or research question — rules, instrument, timeframe, and what you want to know. I'll reply with scope, timeline and a quote.
Research on historical data only. Not investment advice or a recommendation to buy or sell any instrument. Past and hypothetical performance does not guarantee future results; trading involves substantial risk of loss.