About Strategy Lab

The Strategy Lab is a full institutional-grade backtesting laboratory, engineered to do what no static equity curve ever can: prove whether a trading edge is structural or a statistical accident. It launches with 3 fully transparent quant strategies, the Ω-Score tiered DCA engine, which scales buying intensity into accumulation zones and selling intensity into euphoria across 1,200+ transactions, the Z-Score Probability Waves trading multi-sigma statistical extremes, and the Fear & Greed Cadence exploiting smoothed sentiment rhythms, each executed against daily data spanning 3 complete market cycles since 2014. The experience is built in three layers. The **Live Signal** layer delivers the verdict in real time: long or in cash, the current reading, plain-English signal reasoning, and a 'Your Stack' engine that translates the model's positioning directly onto your own holding. The **proof layer** is the evidence locker: equity curves versus Buy & Hold with S&P 500 and gold overlays, an Equity Time Machine that replays the entire backtest trade by trade, risk-adjusted ratios, drawdown mapping, regime decomposition, and a complete exportable trade log with per-trade MAE/MFE. The **robustness engine** is what separates the Lab from everything else on the market. A 5,000-path Monte Carlo resamples the strategy's returns into alternative futures, a 49-backtest sensitivity sweep paints a parameter heatmap with Plateau Stability scoring to detect curve-fitting, and a What-If engine replays the trade history under trading costs, slippage, execution delays, tax drag, missed trades and phased capital deployment. Every strategy distils into a single OCM Robustness Grade from A+ to F. This is not a sales pitch for the models; it is a laboratory built to break them.

Signal Zones (OCM Robustness Grade)

Trading Signals by Regime

How It Is Calculated

Frequently asked questions

What makes the Strategy Lab different from other backtesting tools?

Most backtesters show you one equity curve and stop, which is precisely how overfit strategies get sold. The Lab treats every result as a hypothesis and attacks it: Monte Carlo resequencing tests for luck, the sensitivity heatmap tests for curve-fitting, and the What-If engine tests for frictionless-execution fantasy. No other retail tool grades its own strategies this honestly, and certainly none distils the verdict into a single A+ to F mark.

What does the OCM Robustness Grade actually measure?

Four things, weighted into one score: Monte Carlo consistency (the probability the edge survives resequencing of daily returns), friction retention (how much CAGR survives 0.25% costs, slippage and a 1-day delay), risk-adjusted quality (the Sharpe profile), and parameter stability (whether neighbouring thresholds keep the edge). Hover the grade card anywhere in the Lab for the live component breakdown.

Can I change the parameters and run my own backtests?

Yes, the Lab is fully interactive. The Parameters page lets you adjust starting capital, the backtest start date and every signal threshold, then re-run the entire engine and watch all 12 pages update. You can also click any cell on the sensitivity heatmap to load that exact threshold pair and test it yourself. A single click restores OCM defaults.

Do the results account for fees, slippage and taxes?

The headline backtests are clean by design so you can see the raw edge, but the What-If engine exists precisely for this question. Toggle trading costs, slippage, execution delays and tax drag on realised gains, and the Lab replays every trade under those conditions, showing exactly how much of the edge survives. The friction-adjusted result also feeds directly into the Robustness Grade.

What is the Equity Time Machine?

Press replay on the Overview and the entire backtest unfolds in front of you: the equity line draws itself across a decade whilst every buy and sell fires in sequence and the portfolio value rolls upward in real time. It is the fastest way to build genuine intuition for how a strategy behaves through a full cycle, including the uncomfortable stretches where it underperforms.

Are these signals financial advice, and will more strategies be added?

No, the Lab is an analytical instrument, not a recommendation engine. It shows you exactly what each rule set did historically and how robust that record is, so you can form your own judgement. And yes, this is version 1: it launches with 3 strategies, and more will be added continuously, each arriving with the same full robustness treatment.