Contract Verify
Someone else's high annual return, a win rate that looks rock-solid, a contract strategy from a group — bring it in and replay it over several non-overlapping periods. How much the same rule differs between periods is right there, and you never need to know which stretch was “in-sample”.
Disclaimer: Contract trading involves risk. Results are simulated on historical data and do not guarantee future performance. This page is for education only — it is not financial advice.
Tokenized Stock Contract Verification
Verify strategies on tokenized-stock perpetuals — the market is young, so history is short but the data is real.
Crypto Contract Verification
Run a strategy across several non-overlapping periods on perpetual contracts — shorting, leverage, funding and liquidation all modelled.
Verification reports →
Every strategy we have tested and published, newest first. Each report shows the actual out-of-sample behaviour: how many windows were profitable, the spread between the best and worst window, and whether any window was liquidated.
Tested strategies →
The same published results as a table, for side-by-side comparison: median period return, best and worst period, deepest drawdown, profitable-window ratio and liquidation rate.
Verification reports
Page 1 of 4 · 45 reports
Bets on short-term trend continuation: enters only when an MA cross aligns with a Donchian breakout, banking quick profits in trending legs while rangebound chop bleeds capital through repeated stop-outs.
Only 28 of 90 Splits Profitable, Median −6.0%, and It Underperformed Buy-and-Hold
- Median period return
- -6.0%
- Deepest drawdown
- 32.6%
- Profitable periods
- 28 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Bets the trend pullback is over: enters when price reclaims the fast MA with RSI not overheated; a shift to chop or a deeper retracement brings repeated stop-outs.
Only 50 of 90 splits profitable; median segment return +3.4% below the holding benchmark
- Median period return
- 3.4%
- Deepest drawdown
- 50.0%
- Profitable periods
- 50 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Bets on triple confirmation (MA, RSI, MACD) before entering and rides trends; signals lag, so repeated crossovers bleed capital in range markets.
69/90 profitable, median +28.7% lags buy-and-hold average +101.7%
- Median period return
- 28.7%
- Deepest drawdown
- 72.7%
- Profitable periods
- 69 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Bets on trend continuation after breakout: enters only on a break above the Donchian upper band; frequent false breakouts in rangebound markets cause repeated stop-outs.
90-Segment Test: Only 25 Profitable, Median Segment Return -8.5%
- Median period return
- -8.5%
- Deepest drawdown
- 32.0%
- Profitable periods
- 25 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Bets on oversold reversion: buys only when RSI is oversold and price breaks the lower Bollinger Band, while ADX above 25 filters out trending markets; in strong trends it gets stuck in losing positions.
90 split configurations, 51 profitable segments; median +4.3% yet hit 39.8% drawdown
- Median period return
- 4.3%
- Deepest drawdown
- 39.8%
- Profitable periods
- 51 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Bets on reversals at the opening range edges: fade the failed push, collect spreads in choppy opens, and get stopped out repeatedly when the open trends.
90 segments tested, 40 profitable, median segment return -1.9%, fails to beat holding
- Median period return
- -1.9%
- Deepest drawdown
- 25.3%
- Profitable periods
- 40 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Bets on trend continuation after a MACD bullish cross: enter on the cross, exit on the bearish cross; works in one-way trends, gets whipsawed in ranges.
61 of 90 segments profitable, deepest drawdown 50.2%
- Median period return
- 12.3%
- Deepest drawdown
- 50.2%
- Profitable periods
- 61 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Bets on momentum continuation: long on a moving-average golden cross and out on the death cross, with RSI crossing above price as confirmation; sideways markets churn out repeated losses.
Only 49 of 90 splits profitable, deepest drawdown 38.6%
- Median period return
- 1.1%
- Deepest drawdown
- 38.6%
- Profitable periods
- 49 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Bets on trend continuation after a Donchian channel breakout, filtered by MA and ADX; choppy ranges full of false breakouts cause repeated stop-outs.
54 Profitable Out of 90 Splits, Median +4.1% but Deepest Drawdown 32.0%
- Median period return
- 4.1%
- Deepest drawdown
- 32.0%
- Profitable periods
- 54 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Bets on reversal after a false breakout: only enters once price sweeps a Donchian boundary and snaps back; a genuine breakout that keeps running leaves it trapped.
63 of 90 Cuts Profitable, Median +6.1% but Drawdown Near 20%
- Median period return
- 6.1%
- Deepest drawdown
- 19.9%
- Profitable periods
- 63 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Bets on trend confluence: enter only when the MA and MACD cross up together with ADX at 20 or above, exit when the trend weakens; trendless ranges stop you out repeatedly.
90 splits, 55 profitable, median +1.3% short of buy-and-hold
- Median period return
- 1.3%
- Deepest drawdown
- 15.6%
- Profitable periods
- 55 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Bets on trend continuation after CCI crosses its threshold: rides directional moves, but repeated crossings near the threshold cause whipsaw losses.
90 Split Variants, 60 Profitable Segments, Deepest Drawdown 51.4%
- Median period return
- 13.9%
- Deepest drawdown
- 51.4%
- Profitable periods
- 60 of 90
- Liquidated
- No
Historical data only. Not investment advice — we do not recommend, rate or rank strategies.
Why verify across many time windows?
A rule that looks strong on one stretch of history may simply have been lucky with where that stretch began. Verification splits the same history into many non-overlapping windows, replays the rule on each of them, and shows whether the conclusion holds — or flips — depending on where you start.
What you get
Many windows, not one run
The same history is cut into non-overlapping windows and replayed repeatedly, with the boundaries shuffled each round so no single split defines the answer.
Readable, unextrapolated results
You get the median window return, the worst window, the deepest drawdown and how many windows were profitable — figures taken from the windows themselves, not scaled up into an annual number.
Shown next to doing nothing
Every result sits beside simply holding the instrument over the same windows, so you can see whether the rule actually added anything.
Key concepts
Window
One continuous stretch of historical bars, cut from the same data as every other window and never overlapping with it.
Split sensitivity
How much the conclusion moves when you change where a window starts and ends. A wide gap between the best and the worst window is the clearest sign that a single run proves little.
Deepest drawdown
The largest fall from a peak within any window — the number that answers how much you would have had to sit through.
A walkthrough from idea to result
- 1
Write the rule down first
Decide entry, exit and position size before opening the tool. Adjusting them after seeing results turns verification into curve-fitting.
- 2
Choose the market and interval
Pick the instrument and timeframe you actually care about, then let the same rule run across every window of that data.
- 3
Read the distribution, not one number
Start with how many windows were profitable and the median window return, then look at the worst window and the deepest drawdown.
- 4
Check it against holding
If the rule only barely beats holding the instrument over the same windows, that is worth knowing before spending more time on it.
Mistakes traders make
✗ Quoting only the best window
✓The best window is an extreme picked out of many. Report the median, the worst and the drawdown together, or the number means little.
✗ Scaling a short window's return up into an annual figure
✓Short windows are not a year. Compounding a few weeks of return up to twelve months multiplies the figure many times over and invites the wrong conclusion.
✗ Treating many profitable windows as a promise
✓Windows are different cuts of the same data rather than independent samples, and past or simulated performance is not future performance.
When this tool fits — and when it does not
Use it when
- ✓You saw a strategy described somewhere and want to know how robust it is
- ✓Your own rule worked on one period and you want to know whether that was luck
- ✓You want to compare a rule against simply holding the instrument
Skip it when
- ✗Expecting a forecast of future returns
- ✗Treating a published result as advice, a rating or a recommendation
Practical tips that actually help
Fix the rule before you look
Write the strategy down, then run it. Rewriting it after each result is how a rule gets fitted to the past.
Look at the spread before the average
A narrow spread between the best and worst window means the result travels well; a wide one means the answer depends on where you start.
Keep the method reproducible
Each run records the seed used to cut the windows, so the same set of windows can be rebuilt and the conclusion re-checked.
Frequently asked questions
How is this different from a normal backtest?▾
A backtest replays a rule over one chosen stretch of history. Verification cuts the same history into many non-overlapping windows, repeats that with different boundaries, and shows how much the conclusion moves.
Does it tell me what the strategy will earn?▾
No. It measures how stable a rule's behaviour was on historical data, which is evidence about the rule rather than a forecast.
Why do my numbers differ from a result I saw elsewhere?▾
Instrument, timeframe, cost assumptions, window boundaries and parameter choices all change the outcome. The seed used to cut the windows is recorded so a run can be rebuilt.
Do I need an account?▾
Published results are open to read. Running your own strategy in the workspace and keeping its history requires signing in.
Where does the price data come from?▾
From stored historical market data, replayed with commission and slippage applied. The verification method itself is reproducible.
Verification results are produced for educational and research purposes on historical data. They are not investment advice, and the platform does not recommend, rate or rank strategies.
Disclaimer: The tools and content on this site are provided for educational purposes only and do not constitute investment advice. Trading and investing involve a substantial risk of loss, and past performance does not guarantee future results.