I will statistically validate your trading strategy and prove if it has real edge

Chile

I speak Spanish, English

Algorithmic Trading Systems and Strategy Validation

I build and validate algorithmic trading systems. I run a live crypto system across 8 pairs: 54,000+ lines of Python with 70 dedicated validation scripts. My focus is the part most people skip: provi...
About this Gig

DOES YOUR STRATEGY HAVE A REAL EDGE, OR DOES YOUR BACKTEST JUST LOOK GOOD?


Most backtests are lies. Not because people cheat, but because a rising equity curve can come from luck, from overfitting, or from a bug in how orders get filled. I recently found a strategy showing a Profit Factor of 3.55 that collapsed to 0.94 once fills were made realistic. Same data, same signals: the edge never existed.


I run the statistical validation used by quantitative funds and give you a straight answer: keep it, fix it, or drop it.


WHAT YOU GET

- Permutation test: the probability your results are luck

- Out-of-sample split: does the edge survive on unseen data?

- Walk-forward analysis (Standard and Premium)

- Fill and execution audit: the top source of fake profits

- Drawdown, Profit Factor and expectancy, honestly computed

- A written report with a clear verdict


I need your strategy rules or code, the market and the timeframe. Your logic stays confidential.


WHY ME: I run a live algo trading system on 8 crypto pairs, 54,000+ lines of Python with 70 validation scripts. Several of my own strategies failed these same tests.


I tell you what the numbers say, not what you hope to hear.

Technology:

Excel

Pandas

Analysis type:

Quantitative analysis

Statistical analysis

Expertise:

Experiment design

Algorithms

Probability

Statistics

Programming language:

Python

My Portfolio

Other Data Analytics Services I Offer