Backtest a Stock Trading System Without Fooling Yourself
A practical research workflow for timing, point-in-time data, realistic costs, validation, and auditable trading-system tests.
Backtesting / Topic archive
Backtesting: a focused reading path.
Study trading-system tests as conditional simulations. Explore complete rules, point-in-time information, selection history, validation, and realistic execution. The workflow is designed to expose fragile assumptions rather than hide them behind an attractive equity curve.
Read with a question in mind.
Begin by identifying the term or process you want to understand. For each guide, write down the definition, the assumptions in the example, and what evidence would be needed to use it in a different setting. Related articles at the end of each guide provide the next step without changing the subject midstream.
Use the analytics glossary for a concise definition and the methodology page for the sample-data conventions used across the website.