WE SOLVE INFINITYClean Data
Survivorship-bias-free, properly-resolved historical data.
CUSTOM SOFTWARE · VIPRASOL
Backtesting & Strategy Development
Professional trading strategy backtesting and development - fee- and slippage-aware backtests, walk-forward validation, and Monte Carlo analysis so you know the edge before going live.
Agreed scope · Reviewable milestones · Documented handover
BUILT AROUND YOUR REQUIREMENTS
Vectorized Backtests
Walk-Forward Analysis
Monte Carlo
Curve-Fit Detection
THE WORK IN PRACTICEWhat we can build
What we can build
with you.
We backtest and develop trading strategies the honest way - realistic fees, slippage, and spreads; walk-forward validation; and Monte Carlo stress tests that expose fragility before your capital does. We would rather tell you a strategy has no edge than build you a bot that loses money.
Fee-Aware Backtests
Realistic commissions, spread, and slippage modelled in.
Walk-Forward Validation
Out-of-sample testing to catch over-fitting.
Monte Carlo
Drawdown and risk-of-ruin distributions, not single curves.
Curve-Fit Detection
We actively hunt look-ahead bias and over-optimisation.
Strategy Research
Signal research and feature work to find or sharpen an edge.
A CLOSER LOOK
Inside backtesting & strategy development.
Our backtesting and strategy development service tells you whether a trading idea actually has an edge - using fee- and slippage-aware backtests, walk-forward validation, and Monte Carlo analysis, not cherry-picked curves.
A backtest is only as honest as its assumptions. We model real costs, avoid look-ahead bias and unrealistic fills, and use survivorship-bias-free data so the equity curve reflects what would actually have happened.
Walk-forward analysis tests out-of-sample performance to catch over-fitting, and Monte Carlo simulation estimates the range of drawdowns and risk of ruin - so you size positions with eyes open.
If a strategy validates, we can take it all the way to automation - an MT4/MT5 EA, a crypto bot, or a TradingView system. If it does not, we will tell you plainly and save you from an expensive mistake.
THE DELIVERY PROCESSA clear path from
A clear path from
brief to handover.
We agree the requirements and review working milestones together. The process below is adapted to the systems, testing and operating needs of your project.
- 01
Strategy & Data Audit
We define the rules precisely and source clean, survivorship-bias-free data at the right resolution - garbage data produces garbage backtests.
- 02
Honest Backtest
We build a fee- and slippage-aware backtest, avoiding look-ahead bias and unrealistic fills. The equity curve reflects reality, not fantasy.
- 03
Walk-Forward & Monte Carlo
We validate out-of-sample with walk-forward analysis and run Monte Carlo simulations to estimate drawdown and ruin risk under reshuffled conditions.
- 04
Honest Verdict & Next Steps
You get a clear verdict: edge or no edge, and if there is one, the conditions under which it holds - plus a path to automation if you want it.
BEFORE WE STARTLet’s define
Let’s define
a useful first version.
Share the workflow you want to improve, the platforms you use and any existing code or examples. We’ll work through the requirements, dependencies and acceptance checks with you before proposing a build.
Each custom project is quoted individually. Hosting, external services and ongoing maintenance are made clear in the agreed scope.
Talk through your requirementsPRACTICAL QUESTIONSBefore we
Before we
get started.
Answers to the questions that help define your project.
Why is honest backtesting so important?
Most strategies look great on the data they were tuned on and fail live. Fee-aware, walk-forward, Monte-Carlo-validated backtests expose that before you risk capital.
What data do you use?
Clean, survivorship-bias-free historical data at the right resolution for your strategy - tick, minute, or daily.
Will you tell me if my strategy has no edge?
Yes. We would rather lose the project than build a bot that loses your money. An honest no is part of the service.
Can you then automate the strategy?
Yes - if it validates, we can build the MT4/MT5 EA, crypto bot, or TradingView system to run it.
Do you sign NDAs?
Always, before any strategy details are shared.
How is a backtesting & strategy development project quoted?
We review your requirements, integrations and delivery scope before preparing a project-specific quote. The proposal sets out the work, milestones and any ongoing costs. Changes are discussed and agreed before additional work begins.
We are honest to a fault - an edge verdict you can trust, even when it is no.
Fee-aware, walk-forward, Monte-Carlo methodology, not pretty single curves.
Clean, bias-free data and rigorous look-ahead audits.
A direct path to automation if your strategy validates.
How the work holds together.
We audit the strategy and data, build a fee- and slippage-aware backtest free of look-ahead bias, validate out-of-sample with walk-forward analysis, stress-test with Monte Carlo, and deliver an honest edge verdict with risk guidance - and a path to automation if it holds.
LET’S TALK ABOUT YOUR PROJECTWhat would you
What would you
like to build?
Tell us what you need from backtesting & strategy development. We’ll work through the scope and next steps together.