Retail traders lose their savings to strategies that were never tested — sold to them on a screenshot of someone's lucky year. The early wins feel like proof. They are usually just the luck that precedes the loss. Backtest Club exists to put numbers where the stories are.
What we publish
- Myths — popular strategies and beliefs, run on decades of real data with real costs. Whatever comes out gets published, especially when it's ugly.
- Basics — the arithmetic that decides whether a trader survives: position sizing, drawdowns, costs, expectancy.
- Methods — how to read a backtest, how to spot a curve-fit, how to evaluate anyone's track record, including your own.
And what we will never publish: trade tips. No calls, no targets, no "buy this now." If someone is selling you certainty about the future, you are the product.
The house rules
Every backtest on this site must pass these rules before it gets published:
- Costs are always included. Brokerage, slippage, taxes. A backtest without costs is fiction — costs alone turn a fair coin into a losing game.
- The rule is written down before the test. Precisely enough for a computer to trade it. No discretion, no "you'll know it when you see it."
- The full distribution is shown. Worst drawdown, losing years, and the boring middle — not the equity curve that starts on the luckiest date.
- Sample sizes are stated. Number of trades, number of years, number of simulated runs. Small samples are labeled as small.
- Everything is reproducible. Simulations use fixed seeds; code and parameters ship with the post so you can rerun every number yourself.
- Negative results get published. "It doesn't work" is a finding, not a failure. It is usually the finding.
Who runs this
Backtest Club is an independent publication with no brokerage sponsorships, no course to sell, and no affiliate links to trading platforms. Nobody here profits when you trade more.
Disclaimer
Everything on this site is educational. Nothing is investment advice, a recommendation, or a solicitation to buy or sell any instrument. Backtested and simulated results are hypothetical and do not represent real accounts; past or simulated performance does not predict future results. Trading involves substantial risk of loss. Do your own research and consult a registered investment adviser before risking money.