01 · BRING THE BACKTEST
Start with what your system already produced.
Use a supported backtest or trade-history export. You do not need to disclose proprietary source code just to investigate the outputs.
Trading strategy diagnostics
Your backtest shows what happened.
BackTest Forensics investigates why.
Upload the results your strategy already produced and investigate the behavior behind the equity curve. BackTest Forensics studies trade-path behavior, MAE/MFE, loss clusters, market regimes, session effects and other evidence to help identify what changed and what deserves testing next.
No strategy source code required. Research technology, not trading signals.
DiagnoseFind where failure concentrates
ExplainCompare trade and market behavior
ChallengeTest alternative explanations
VerifyValidate before changing the strategy
How it works
Your trade history becomes the evidence.
We reused the strongest part of the original EdgeQuery retail workflow: bring the results, ask a hard question, then test the explanation rather than accepting another headline metric.
02 · ASK THE REAL QUESTION
Tell us what you cannot explain.
Why are shorts weak? Did stops get worse? Are winners giving back more MFE? Did the strategy encounter a different market state?
03 · TEST THE EXPLANATION
Turn observations into research.
Compare cohorts, chronology and available market context. Where the data permits, use holdout or out-of-sample checks before treating a pattern as durable.
Beyond profit factor
A strategy can fail in ways a summary table cannot show.
A declining equity curve is an outcome. The useful question is whether the underlying failure came from entries, exits, risk, market-state dependence, directional asymmetry, timing, or some combination.
MAE / MFEDid adverse excursion expand? Did favorable excursion collapse? Are exits capturing less available opportunity?
Loss ClustersDo failures concentrate by session, direction, time, volatility, sequence or recurring state?
Regime SensitivityDoes expectancy depend on trend, chop, volatility, macro context or supported market structure?
Strategy DeteriorationWhat changed between the strong period and the weak period—and did both market behavior and trade behavior move together?
Questions worth investigating
Ask your backtest something useful.
Why do my shorts underperform my longs?
Are my stops eliminating trades that later recover?
Am I taking profits too early relative to MFE?
Which conditions contribute most to drawdown?
Did the market regime change when performance deteriorated?
Did trading behavior change even when the setup rules did not?
Would reducing risk preserve more edge than blocking trades?
Does this finding survive outside the discovery period?
Your strategy stays yours
Bring us the evidence. Keep the recipe.
BackTest Forensics is designed to investigate strategy outputs without requiring your proprietary source code. Submit only the information needed for the research question.
No source code required
Trade history can answer many questions about performance, excursions, timing and failure concentration.
Share only what you choose
Additional strategy variables can deepen an investigation, but formulas and implementation logic do not need to be disclosed by default.
Research, not signals
The product investigates historical strategy behavior. It does not promise future performance or tell you what to trade today.
Founding retail access
Give us the backtest you cannot explain.
Request access with a difficult research question. We will use this first retail release to validate the workflow and processing economics before publishing final consumer pricing.
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Market-state intelligence and strategy research infrastructure.
Market-state intelligence and strategy research infrastructure.