Real markets, plus the stress real markets don't deliver
Two data sources, one honest robustness score: historical events as anchors, targeted synthetic probes for the failure modes real history rarely produces cleanly.
Real Historical Events
Curated OHLC slices, 2006–2025
Strategy runs against actual market data from named events — the same prices a trader would have seen on the day. No simulation, no smoothing, no selection bias.
Targeted Stress Probes
50 replicas per failure mode
Calibrated agent-based simulator generates clean stress patterns at controllable intensity — the failure modes real history rarely produces in isolation. Used only where empirical data falls short.
Or browse pre-computed reports
13 curated strategiesBuy when price touches lower Bollinger Band and RSI confirms oversold. Sell at middle band.
Buy Bitcoin (BTC) and hold. No exit conditions, no stop loss.
Buy S&P 500 (SPY) and hold. No exit conditions, no stop loss.
Buy when the 12-period EMA crosses above the 26-period EMA. Exit on cross below. Robustness analysis of this classic momentum-crossover setup applied to Bitcoin across simulated crypto market regimes.
Enter when 12-day EMA crosses above 26-day EMA. Exit on cross below.
Enter when MACD line crosses above the signal line. Exit on cross below.
Buy when the MACD line crosses above its signal line AND RSI(14) is above 50 — momentum confirmation filters out weak MACD signals. Exit on MACD cross below. A combo setup applied to Bitcoin.
Buy when RSI(14) drops below 30 (oversold). Sell when RSI(14) rises above 70 (overbought). Robustness analysis of the classic RSI mean-reversion setup applied to Bitcoin across simulated crypto market regimes.
Buy when RSI(14) drops below 30 (oversold). Sell when RSI(14) rises above 70 (overbought). Backtest and robustness analysis across simulated market regimes.
Buy oversold RSI only when price is above SMA 200 (in uptrend).
Enter when price crosses above the 200-day Simple Moving Average. Exit when price crosses below. Backtest and robustness analysis across 30 simulated scenarios.
Buy when price crosses above the 200-day SMA, exit when it crosses below. The canonical long-term trend filter applied to gold — a market known for strong secular trends.
Enter when price crosses above Supertrend. Exit when price crosses below.
Each strategy tested across 63 stress cases · failure-mode breakdown · methodology