I’ll backtest your day-trading strategy on 23 years of data, for FREE!
I'll backtest your futures day-trading strategy on 23 years of data, free — net of costs, no cherry-picked windows
I've spent the last month building a backtest rig and running strategies through 23 years of data. Now I want more ideas to throw at it — including yours.
What you get: I'll code your strategy exactly as you specify it and run it over the full dataset. You get back trades, net P&L, t-stat, profit factor, win rate, max drawdown, and a straight pass/fail. No sugarcoating — most strategies fail, including most of mine.
The data (being upfront): 1-minute bars, 2002 → Sept 2026, across 6 markets — NQ, ES, YM, RTY, gold, and silver (via their ETF proxies: QQQ, SPY, DIA, IWM, GLD, SLV — they track the futures closely on intraday bars, but they're not the contracts themselves). Regular trading hours only, no overnight. Commissions baked in. Bar-level testing, not tick data — if your edge lives in order flow or the DOM, I can't see it.
How to submit — DM me with precise mechanical rules:
- Entry (exact trigger)
- Stop loss and target (exact)
- Session / time window
- Market(s) you want it tested on
- Anything else a computer needs. No discretion allowed — "buy when it looks strong" isn't testable.
Free for now. If this blows up I'll cap the queue — first come, first served.