AlgoStrategy Lab
Understand it. Code it. Backtest it.
Systematic trading treated as a research discipline rather than a promise. Every strategy is stated as a hypothesis, coded openly, tested with costs included, and reported with its failures intact.
Educational research only
AlgoStrategy Lab is educational research only. Nothing here is financial advice, a recommendation, or an offer to trade. Past performance and backtested results do not indicate future returns. Trading involves risk of loss.
Research
Hypotheses tested with costs, point-in-time data and out-of-sample evaluation.
Does RSI Actually Work?
Testing the classic RSI(14) mean-reversion rule across 20 years and 500 instruments, with costs included and multiple-testing accounted for.
Strategies & backtests
Systems built and tested openly, with the failures reported.
Algorithmic Trading Backtest Lab
A backtesting framework with transaction costs, slippage, walk-forward analysis and survivorship-bias handling — designed to stop a strategy looking better than it is. Educational research only.
Tutorials & explainers
The methodology behind honest testing.
Why Most Backtests Lie
Backtests fail in a consistent direction — optimistic. Here are the five structural reasons, with a detection method for each. Educational research only.
Tools
Risk arithmetic and backtest statistics, computed in your browser.
Backtest Metrics Calculator
Paste a return series and get the risk-adjusted metrics that matter, with the assumptions stated. Educational only.
Position Size Calculator
Fixed-fractional and volatility-scaled position sizing, with the resulting portfolio exposure shown. Educational only.
Datasets & notebooks
Starting points you can run today.
Backtesting Starter Notebook
A Jupyter notebook with point-in-time data handling, realistic costs and walk-forward validation already wired in.
How this Lab works
Every result is reported with what it could not establish
In-sample and out-of-sample results appear side by side. Cost assumptions are stated. The number of variants tested is disclosed. If a strategy only works in one regime, the write-up says so — because a backtest that only ever flatters is not research.