BACKTEST INTEGRITY
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Designed to avoid look-ahead bias by using confirmed historical data and prior completed data points.
Built to avoid repainting effects rather than relying on signals that change after the fact.
Tested across multiple currency pairs instead of relying on one favorable market example.
Evaluated over a decade-long period covering different interest-rate, inflation, dollar, volatility, and risk regimes.
Supported by thousands of trades rather than a small sample of isolated winners.
Includes commission assumptions in the backtest instead of presenting gross-only performance.
Uses equity-based position sizing to reflect compounding more realistically.
Designed around repeatable market behavior and macro regime logic rather than a single curve-fit price pattern.
Includes risk-off and volatility conditions in the testing period instead of only favorable markets.
Uses realistic position-capacity assumptions at the current target sizing level.
Presented transparently as backtested and stress-modeled performance, not live audited performance.
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RISK CONSTRUCTION & PORTFOLIO DRAWDOWN REDUCTION
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The strategy was first tested on each currency pair individually at full position capacity. At that level, the single-pair backtests experienced significant drawdowns, including approximately 60%, 50%, and 37% across the three currency pairs.
Rather than running one currency pair at full exposure, the strategy was…