Backtesting honestly: the traps we design around

Lookahead bias, survivorship, and overfitting quietly inflate almost every naive backtest. How the platform guards against each.

A backtest is only useful if it could actually have been traded. The platform enforces point-in-time data (no future information leaks into a past decision), models realistic fills and costs, and uses walk-forward and cross-validation so a strategy cannot be tuned to one lucky slice of history.

Most apparent edges disappear once these controls are applied. That is the intended outcome: the goal is to reject fragile ideas cheaply, in research, rather than expensively, in the market.