Performance
Backtest results on 3 years of real market data, with parameters optimized via grid search (70/30 out-of-sample validation). Results refresh server-side every 6 hours.
Important risk notice: These are simulated backtest results based on historical data. They do not represent actual trading performance and are not investment advice. Real-world trading is affected by slippage, fees, and liquidity — live results are typically materially worse than backtests.
Market regime context
The last 3 years (2023-2026) have been trend-dominated. Our trend-following strategies (XGBoost, TSMOM) are firing strong; our mean-reverting strategies are in hibernation and historically perform better in range-bound markets.
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Past performance does not indicate future results. All data sourced from OANDA and Yahoo Finance real history, with 1-pip spread cost per trade. 70% used for parameter optimization, 30% held out for out-of-sample validation.