Strategy lab

Check whether a strategy really works or only in the backtest: parameters chosen on the past and tested on years the optimiser never saw, with costs, and three statistical overfitting tests.

The lab is part of Pro

Walk-forward, probability of overfitting, Deflated Sharpe, parameter stability and Monte Carlo on six classic strategies and any Yahoo Finance asset.

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Hypothetical results of a backtest on historical data: not a forecast or a guarantee of future results. They exclude taxes, short financing costs and the market impact of trading size. The lab doesn't show current positions or entry and exit points: it's a research tool and not investment advice.