I will build your trading strategy using a proven quant research workflow
Trading Systems Developer: Python, MetaAPI, Telegram Trading Automation
About this Gig
Most retail trading strategy tests answer the wrong question. A pattern can happen 80-90% of the time and still not be tradeable. A real edge only exists where three things overlap: statistically probably, tradeable (entry, exit, costs, adverse excursion), and profitable. Most trading indicators, for example, only tell you the first one.
Bring me an idea and I will test it properly, not just for statistical odds. No idea yet? I search my own quant research library built on documented, published market behaviors to find and build a candidate that fits your instrument.
One honest expectation: real edges rarely look like what retail traders imagine. Renaissance Technologies, one of the most successful quant funds ever, ran roughly a 50% win rate. A promise of 90% win rate and 1:3 risk/reward is marketing, not a strategy. My job is finding what is real, even if real is modest.
Premium adds walk-forward validation the same timeframe, tested across multiple historical periods, to confirm the edge is not just a fluke of one stretch plus Monte Carlo simulation and a full written report.
This is statistical research, not financial advice. Message me with your instrument.
Platform:
Custom
My Portfolio
FAQ
How is this different from your strategy backtest gig?
Have a complete strategy already, with defined entry/exit rules? That's my Strategy Backtest gig — it validates something you've already built. This gig is for when you only have a market hunch, not defined rules yet — including if you have nothing and want me to search my research library.
How do you decide which tests to run?
Depends on your instrument and what you're curious about — message me first and I'll recommend what's likely relevant, or search my research library if you don't have a starting idea yet.
Does walk-forward mean testing multiple timeframes?
No — one timeframe throughout, whichever the strategy is built on. Walk-forward means testing that same timeframe across separate historical periods, not testing 1min/5min/1hr/4hr simultaneously.
Is this financial or investment advice?
No. This is statistical research on historical price data — I'm not licensed to give financial advice, and nothing here is a recommendation to trade any specific instrument or strategy. What you do with the results is your call.
Can you build a unique strategy for me?
Yes — Standard and Premium are built for exactly this. I search my research library for behaviors that fit your instrument, then build and validate a strategy from what actually holds up. Tailored to you, not a template — but grounded in what the data shows, not a guarantee of a specific outcome.
Can you automate the strategy for me?
Not as part of this gig — this delivers validated strategy logic, not deployed code. Message me and we can scope automation as a separate gig.

