Analyze which chart patterns produce profitable trades, at what time of day, and with what win rate.
Test stop loss and take profit combinations to find the optimal exit strategy. Each combination runs a full scanner backtest.
Test strategy robustness by training on in-sample data and validating on out-of-sample windows. Detects curve-fitting and confirms parameter stability across different market conditions.
Train: 6 months → Test: 1 month → Roll forward → Repeat
Walk-Forward Efficiency = Out-of-sample / In-sample return
Classify market conditions (bull/bear, high/low volatility) and correlate with strategy performance. Discover which strategies work best in each regime and when to reduce exposure.
Dimensions: SPY Trend + VIX Level + Breadth + Momentum
Output: Regime → Recommended strategies + position sizing
Randomize trade order across thousands of simulations to understand the distribution of possible outcomes. Shows worst-case drawdown, probability of ruin, and optimal position sizing.
Input: Backtest trade results → 5,000+ random equity curves
Output: Confidence intervals, risk of ruin, Kelly sizing