I will run a stress test on your trading strategy with cpcv

One backtest is one path through history. This report shows the distribution of paths your strategy could have taken and where it breaks.

What you get

Walk-forward validation plus combinatorially purged cross-validation (CPCV) no look-ahead, no path luck

Probability of Backtest Overfitting: how likely the winner won by chance

Monte Carlo reshuffling drawdown and return distributions, probability of ruin at your sizing

Parameter perturbation: does the edge survive if inputs shift ±1030 %?

Regime breakdown: trending, ranging and high-volatility markets

Robustness scorecard (0100) with a reason for every deduction, PDF plus data

Why me

This is the validation stack inside Entropable, the quant platform I built: CPCV engine, regime detector, Monte Carlo and GA modules.

How it works

1. Share your rules, markets, timeframe and sizing

2. I encode them, confirm the logic, run the full battery

3. Report, data files and a debrief

Not included: strategy creation, live trading, exchange keys.

Engineering & research service only no financial advice, no signals, no performance guarantees. Backtests describe the past, not the future.