BACKTESTING
✕Manual post-hoc on a chart
→Purged k-fold cross-validation
// 01 · regimes as hidden states
Three-dimensional Markov chain hero with three interactive enhancements: cursor-tracked camera parallax, scroll-driven state highlighting that progresses through Bull, Bear, Stagnant regimes and finally traces a Viterbi path, and a live FPS readout that triggers automatic particle-count reduction if frame rate drops below thirty.
VITERBI
- fps
// 02 markov chain
// reduced n: low fps detected
BULL
pself = 0.90
BEAR
pself = 0.80
STAGNANT
pself = 0.50
DEFAULT
// move cursor · drag scrubber
n=2,847
scroll →0%
// argmax P(states | observations)
VITERBI
Backtest like a quant. Not a guru.
manifesto
// manifesto
If your strategy can't survive bootstrapping, it can't survive Monday.
the toolkit
// the toolkit, in motion
Three views of the same idea: that strategy quality is a distribution, not a number.
// 02 · forward distribution of equity
Interactive Monte Carlo equity simulation with stat bar, run button, and hoverable percentile bands. Statistics include expectancy with confidence interval, Sharpe and Sortino ratios, Probabilistic and Deflated Sharpe Ratios, skew and kurtosis. Bands shown: 50% IQR, 80%, 90%, and 98%. Hovering over a band reveals its name and PnL range at the cursor's day. The Run button animates the simulation day by day.
+0.13%[-0.02% → +0.28%]1.341.910.8920.6170.213.18
// hover bands for PnL rangesDay 0 / 60
p25-p75
$2,140 — $4,890
// 03 · parameter surface across regimes
PARAMETER OPTIMIZATION · 3D
// E[P&L] per trade · regime-shifting
X: STOP LOSS 5-50pts · Y: TAKE PROFIT 5-100pts
50×50 grid
wrong vs right
// the wrong way vs the right way
PERFORMANCE
✕89% win rate looks great
→Sharpe CI excludes zero
VALIDATION
✕Equity curve goes up and to the right
→Deflated Sharpe ratio
Pricing — coming soon.
Field Notes
Account
// fin