Backtest Arena: Where Trading Strategies Face Reality

Backtest candlestick trading chart with simple indicators
Backtest chart

Most trading strategies that look brilliant on paper fail miserably when they meet real market data. I've seen it countless times: flashy indicators, "proven" systems, and "guaranteed" approaches that fall apart the moment you backtest them properly.

I'm here to change that.

My Story

I've been around trading my entire life. As a kid, I watched my uncle analyze charts and candlestick patterns. While my teenage years were spent elsewhere, the analytical mindset stuck with me.

Fast forward to university: I wrote my bachelor's thesis on backtesting trading strategies, rigorously testing different approaches. The results? Eye-opening. Most of what traders swear by simply doesn't hold up to statistical scrutiny.

Today, I work as an IT analyst. I understand data, and I understand how to test hypotheses properly.

What You'll Find Here

  • Detailed backtest results of popular trading strategies
  • Educational content on proper backtesting methodology
  • Honest analysis of what works (and what doesn't)
  • Complete source code for all backtests

My Philosophy

I'm not here to sell you the next "holy grail" trading system or indicator. In fact, there is no such thing. My goal is education through evidence. I want to show you what doesn't work so you can avoid costly mistakes.

Think of this as the trading strategy graveyard: where popular approaches come to be properly examined, and where most of them stay buried.

A Fair Warning

If you're looking for get-rich-quick schemes or miracle trading systems, this isn't the place for you. I'm going to show you data that might challenge your beliefs about trading. Some strategies you love might not perform as well as you think.

But if you want to see evidence rather than emotion, data rather than dreams, and honest analysis over marketing hype, then welcome to the Arena.

Let's Connect

I'm building this as a community of evidence-based traders and analysts. Have a strategy you'd like me to test? Questions about my methodology? Suggestions for future analysis?

Drop me a line at contact@backtestarena.com or connect with me on social (Twitter/X, Facebook).

The first backtest results are coming soon. Subscribe to get them delivered straight to your inbox.

Remember: In the Arena, only the data survives.


Ready to see which strategies actually work? Subscribe for free backtest reports and honest market analysis.