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Trading Strategy Validation and Backtest Robustness Review

Does the strategy have edge, or did it overfit the past? We review backtest robustness — overfitting, fragility, drawdown, Monte Carlo and out-of-sample behaviour — and return a defensible verdict.

The problem

A beautiful equity curve can be an artefact of overfitting, survivorship, costs ignored or one lucky regime. Before you fund, scale or trust a strategy, it should survive an independent, documented attempt to break it.

What we validate

  • Backtest overfitting
  • Monte Carlo simulation
  • Walk-forward analysis
  • Out-of-sample behaviour
  • Slippage and costs
  • Drawdown and risk of ruin
  • Parameter fragility and regime change
  • Equity-curve dependency

What you receive

  • A Robustness Score 0–100
  • A defensible verdict (Robust / Inconclusive / Fragile)
  • The key fragility findings
  • Documentation for a risk committee

Who it's for

Method, in brief

One principle: before trusting a system, we try to break it — in a controlled, documented way. We work across context, data, performance, calibration, robustness, bias, drift, fragility, overfitting and operational risk, then summarize a Proof Score and recommendations.

Pricing

From €149 for a focused check, €1,500+ for a full validation. Try the free Strategy Lite first.

Note. No financial advice. No trading signals. No market predictions. Past results do not guarantee future performance.

Related: Methodology · Pricing · Sample report · Contact · Try Strategy Lite (free)

FAQ

Frequently asked questions

Is this financial advice?

No. We do not provide financial advice, investment recommendations, trading signals or market predictions.

Do you provide trading signals?

No. We assess robustness and fragility; we never tell you what to trade.

What data do you need?

Per-trade P&L or an equity curve, ideally with parameters and the testing period; more data improves confidence.

What is the difference between Strategy Lite and a full validation?

Strategy Lite is a free, simplified robustness check; the full validation adds out-of-sample, walk-forward, Monte Carlo and sensitivity, defensible before a committee.