The laboratory
Build freely — no account needed. Every component explains itself as you add it. When you're ready to run, the engine will ask who's filing the report.
Rules are read on each day's close; trades fill at the next open — so the strategy can never peek at the bar it trades on.
Textbook patterns, not recommendations. Some fail honest scoring in some eras — finding out is the point.
Pick an arena and an era.
No cherry-picking: your strategy runs across the whole arena. Picking the one stock that worked is just another bias.
The score measures whether this backtest survives statistical scrutiny — overfitting, luck, costs, survivorship, sample size. It is not a prediction of future profit. No backtest, however clean, can promise that.
| Symbol | Entry | Exit | P&L | % | Reason |
|---|
Every run is filed permanently — the strategy, the verdict, the variant count. Reload any of them, anytime.
| Strategy | Score | Verdict | Filed |
|---|
Educational only. Not investment advice. Backtested results are hypothetical,
use end-of-day data, and will differ from live trading. The Honest Quant does not sell
signals or recommendations — it helps you test your own ideas honestly.
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