AUM $500,242
Regime TRANSITION
VIX 21.0
Signals 1
Cash $500,000

Backtest Engine

2-year signal replay · weight optimizer · performance analytics
Last run: 2026-03-14T07:19 · 0 signals replayed
⚠ No signals generated — check weights
The backtest ran against 40 tickers over 1 years but produced 0 qualifying signals. This usually means the signal weights are unbalanced (e.g. BREAKOUT_52W at 60% sets an unreachable threshold).
Current Weights (used at run time)
MACD20%
RSI10%
EMA_ALIGNMEN25%
VOLUME15%
RELATIVE_STR20%
VCE5%
BREAKOUT_52W5%
Recommended Balanced Weights
MACD20%
RSI10%
EMA_ALIGNMEN25%
VOLUME15%
RELATIVE_STR20%
VCE5%
BREAKOUT_52W5%
Next backtest run will automatically use balanced weights regardless of current config. Click ▶ Run Backtest to retry.

Walk-Forward Backtest

Closed trade analysis · 3-fold walk-forward · Monte Carlo 1,000 sims
Monte Carlo Distribution (10,000 sims, resample w/ replacement)
P5
$-179
P25
$+43
P50
$+237
P75
$+437
P95
$+686
Prob Positive
82.0%
Prob Sharpe > 1
72.6%
Prob DD < 10%
27.9%
Live Capital Gates
1 / 5 passing
Win Rate
PENDING
—
Need more trades
R:R Ratio
PENDING
—
Need more trades
Sharpe Ratio
PENDING
—
Need more trades
Max Drawdown
PENDING
—
Need more trades
Monte Carlo
PASS
82.0 / 70.0
Walk-forward backtest uses closed trade history from DB. Full assessment requires 20+ Strategy A trades. Current: 0 trades. Gates tracking: 8/5 assessable.