DRAWUP

backtested ยท one asset class live

backtested

we run 5 classic rules on every market with at least 700 daily bars, charge 5 bps a side, and print what happened to all 5. 26 crypto markets are live on 1,105 to 1,701 bars each. no winner picked after the fact.

which markets have enough history to test?

asset classmarketshistorystatus 
crypto 261,501 to 1,601 daily bars live›
stocks 0348 bars at best on the perps we can read not yet 
commodities 0309 bars at best, several list with no history at all not yet 

a market earns a page at about 700 daily bars: enough for a 200 bar warmup, a test window, and an out of sample window nothing was tuned on. that is why only crypto is here today. stocks and commodities arrive when we have a history long enough to say anything with.

if this looks like work

it is, and we did it

ours runs one rule at one pace on a funded account, and we print how often it passes beside how often it stops out.