Does your strategy
actually work?

Submit any trading strategy and get a full backtest with 5-window out-of-sample validation. Know if your strategy holds up on data it has never seen — before you put real capital behind it.

EURUSD — 2 Year Daily
Validated
A
Grade
Sharpe Ratio
1.84
Win Rate
58%
CAGR
36.2%
Max Drawdown
8.4%
Profit Factor
2.1x
Walk-Forward — 5 Windows
Robust — 4 of 5 windows 80% robustness
36.2%
CAGR on validated strategies
vs 8.5% average RIA return
30s
Time to full audit report
Including walk-forward validation
5
Out-of-sample test windows
The institutional standard for overfitting
How it works
01
Submit your strategy
CSV of past trades, written rules, a Python script, or basic parameters. Any format.
02
Backtest runs automatically
Sharpe, Sortino, Calmar, CAGR, win rate, profit factor, and max drawdown across your full history.
03
Walk-forward validation
Five separate out-of-sample windows test whether your strategy works on data it has never seen.
04
Report delivered
A through D grade with a breakdown of every metric and specific fixes for anything that fails.
Run an audit
Submit Strategy
Upload File
Drop your trade signals CSV here
Required columns: date, ticker, side, entry_price, exit_price
Audit Report — EURUSD 2Y Daily
Validated
A
Grade
Sharpe Ratio
1.84
Win Rate
58%
Profit Factor
2.1x
Max Drawdown
8.4%
CAGR
36.2%
Sortino
2.41
Walk-Forward — 5 Windows
EURUSD backtest showing consistent equity growth.
Get early access
We are onboarding a small group of advisors and fund managers. Request access and we will be in touch within 24 hours.
Free audit included. No credit card required.
Strategy Audit
Submit any strategy and receive a full report in under 30 seconds.
Submit Strategy
Upload File
Drop your trade signals CSV here
date, ticker, side, entry_price, exit_price
Pipeline
01
Submit strategy
CSV, rules, Python, or ATR params
02
Full backtest
Sharpe, Sortino, CAGR, drawdown, win rate
03
Walk-forward validation
5 out-of-sample windows, overfitting check
04
Grade report
A–D with fixes, exportable PDF
Report — EURUSD 2Y Daily
Validated
A
Grade
Sharpe Ratio
1.84
Win Rate
58%
Profit Factor
2.1x
Max Drawdown
8.4%
CAGR
36.2%
Walk-Forward — 5 Windows
EURUSD backtest equity curve.
Dashboard
Strategy performance at a glance.
CAGR
36.2%
vs 8.5% avg RIA
Max Drawdown
8.4%
Well within limits
Sharpe Ratio
1.84
Target 1.5 — excellent
Win Rate
58.3%
147 trades total
Equity Curve — 60-Day
Live
Portfolio grew from $10,000 to $11,800.
Performance vs Benchmarks
ApexQuant
36.2%
S&P 500
10.5%
Average RIA
8.5%
Renaissance Tech
66%
Top Signals — 1H
PairDirectionScoreRegimeR:R
CL=FBull0.74Trending2.5
GC=FBull0.68Trending2.5
GBPJPYBear0.61Mixed2.1
BZ=FBull0.58Trending2.5
EURUSDNeutral0.22Ranging—
Key Metrics
Profit Factor
2.1x
Sortino Ratio
2.41
Calmar Ratio
4.31
Total Trades
147
Avg Win
+1.8%
Avg Loss
-0.9%
Walk-Forward Validation
Five out-of-sample windows. The only real proof a strategy works beyond its training data.
Robust — 4 of 5 Windows
Windows Tested
5
Out-of-sample only
Profitable Windows
4 / 5
80% success rate
Robustness Score
80%
Threshold is 60%
Avg OOS Sharpe
1.52
Across all 5 windows
Per-Window Results
Aggregated OOS Equity
Consistent out-of-sample performance.
The industry standard
Most tools show an in-sample backtest. The strategy is optimized on the same data used to measure it. That is not a valid test.
What this does differently
Five separate out-of-sample windows. Each one tests data the strategy never touched during development. Robustness score tells you if results are consistent.
Why it matters
A strategy that backtests well but fails walk-forward is overfit. You find that out now, not after you have deployed capital behind it.
Feed Manager
Multi-source data with fallback hierarchy. Free tier active.
Price and Market Data
yFinance
Forex, Futures, Equities, 60-day intraday — Free
Live
Polygon.io
Real-time tick, Options, Forex — $29/mo
Tiingo
EOD and intraday, 500 req/hr free
Alpha Vantage
Forex, Equities — free 25 req/day
Alternative Data
CFTC COT Report
Institutional positioning, all futures — Free
Live
FRED — St. Louis Fed
GDP, CPI, Fed Funds Rate — Free
Live
Economic Calendar
NFP, FOMC, CPI event dates as filters — Free
Live
Benzinga Pro
News sentiment scoring — $149/mo
COT Report
Institutional positioning data from CFTC.gov. Updated every Friday.
Last: Fri Apr 18
Large Speculator Net Positioning (% Long)
Signal Logic
Specs above 80% long
Crowded — contrarian bear signal
Bear
Specs below 20% long
Extreme pessimism — contrarian bull
Bull
Commercials heavily short
Producers hedging into strength
Trend
Specs rapidly increasing
Trend gaining institutional backing
Confirm
Why this matters
Most advisors look at COT data manually at best. ApexQuant ingests it as a live signal feature that feeds directly into the regime detection engine. It changes what signals fire and when.