Send me the rules of any strategy, whether you built it or you're about to pay for it. Within 72 hours you get a graded report: walk-forward tested, cost-stressed, Monte Carlo'd. I sell nothing else. I'm not affiliated with any course, signal group, or broker. The report says what the data says.
| Strategy total return | +279.4% |
| Buy & hold, same period | +780.6% |
| Max drawdown | −32.3% |
| Trades in 16 years | 7 |
| Grade | Strategy | Return vs. buy & hold | Cause of death |
|---|---|---|---|
| D | Golden Cross (SMA 50/200)SPY · daily | +279% vs +781% | The most-recommended strategy on the internet lost to doing nothing. |
| C | RSI(2) Mean ReversionSPY · daily | +26% vs +985% | Real signal, but the edge halves when costs double. |
| C | MACD CrossoverSPY · daily | +83% vs +781% | 175 trades. Fees ate 46% of the profit. |
| B | Turtle BreakoutBTC-USD · daily | +860% vs +6,175% | The first to pass, with an 18% max drawdown. Proof the grader isn't rigged. |
A B grade can still trail buy & hold. The grade measures whether an edge is real and robust (out-of-sample, after costs, across market regimes), and each report puts the benchmark in front of you so you can decide if it's worth trading.
I spent months building a trading bot chasing 20% per month, because that's what the internet told me was realistic. Then I built a proper backtesting engine with honest fills, real costs, and out-of-sample testing, and it told me the truth: the target was fantasy. The strategies that looked incredible on screenshots fell apart the moment you removed the luck, the hindsight, and the free fills.
That machine now runs on other people's strategies. Most of what it grades fails. If yours survives it, you'll know it earned the grade. If it doesn't, a report costs a lot less than finding out with your savings.
Fill in the intake form below. Plain English is fine: "buy when RSI(2) drops under 10 in an uptrend, 2×ATR stop, sell when RSI passes 70." Screenshots of the seller's rules work too. You don't need code.
I translate your rules into an exact, testable spec and send it back so you can confirm it's the strategy you meant. If it can't be tested from what you have, you get a full refund. No argument.
A graded A–F report with the equity curve, every simulated trade, out-of-sample results, Monte Carlo drawdowns, cost stress tests, and a plain-English verdict.
Next-bar-open fillsNo same-bar fantasy entries.
Real costsFees plus adverse slippage on every fill.
Pessimistic barsStop assumed hit before target.
No look-aheadIndicators can't see the future.
Out-of-sample splitThe #1 curve-fit detector.
Time-segment consistencyOne lucky year gets flagged.
Monte Carlo, 1,000 runsHow bad the drawdowns could get.
2× cost stress testExposes paper-thin edges.
Buy & hold benchmarkDid it beat doing nothing?
Full trade logEvery simulated trade, in a CSV.
Guarantee: if your strategy can't be tested from the information available, you get a full refund.
Look at the sample reports: the most-recommended strategy on the internet got a D. The grading is mechanical. Out-of-sample decay, cost sensitivity, segment consistency, and drawdown math decide the grade, not me. Most strategies fail. That's the point of checking first.
Private audits are confidential and never published. Bluntly: after auditing many strategies, the honest finding is that almost none are worth stealing. If yours is the exception, the report proves it's yours first.
Rule-based strategies on stocks, ETFs, and major crypto: 15+ years of daily data, ~2 years of hourly. What can't be tested yet: minute-bar day-trading systems, options strategies, and anything discretionary ("I enter when the chart feels right"). If I can't test it, you don't pay.
No. It's historical research: what these rules would have done in the past, tested honestly. It's not a recommendation to trade anything, and a good backtest is never a guarantee. The report says this too, prominently.
Every report ships with the full trade log (every entry, exit, fee, and slippage charge) so anything can be independently verified. The methodology is printed inside each report: next-bar-open fills, pessimistic stop-before-target bar resolution, no look-ahead indicators, mark-to-market drawdowns.