Rules that quietly look ahead
A rule written as "enter when the day closes above the opening range" needs the close to exist before it can fire. A template tool will run it and hand back a number. We flag it and ask what you meant.
Now accepting backtest requestsCheck your strategy against
Check your strategy against
real CME market data.
You bring the rules. We run them on actual ES and NQ history, show you every trade, and write down exactly what the run assumed. What the numbers mean is your call.
No account needed to read the sample below.
/app/reports/es-orb-30m
Opening range breakout, 30-minute range
Win rate
41.3%
Profit factor
1.18
Expectancy
$23.40
Max drawdown
−$8,940
Sharpe, net of costs
0.61
| Date | Side | Entry | Exit | Result |
|---|---|---|---|---|
| 2024-11-04 | Long | 5728.25 | 5741.00 | +$637.50 |
| 2024-11-05 | Short | 5766.50 | 5772.75 | −$312.50 |
| 2024-11-06 | Long | 5892.75 | 5889.25 | −$175.00 |
| 2024-11-07 | Long | 5931.00 | 5948.50 | +$875.00 |
Four of 1,284 trades shown. Full list included with every report, plus a CSV export.
What this run assumed
- Entries filled at the open of the bar after the signal, not at the signal price.
- Commission $2.50 per side; slippage one tick per fill.
- Where a stop and a target both fall inside one bar, the stop is taken first.
- Four contract rolls in this window. Open positions were forced flat at each roll and reopened on the new contract.
- Range length was not varied. A different range length would produce a different result.
How it works
Three steps. You never write a line of code, and you never get a number without the assumptions that produced it.
- 1
Describe your rules
Plain language is fine. Pick a template if your setup is a common one - previous day high/low, opening range breakout, moving-average cross - or write out something custom in your own words.
- 2
We run it on real market history
Your rules execute against actual CME price data, with commission and slippage modeled, and contract rolls handled as forced exits rather than price gaps that could invent a signal.
- 3
You get the numbers and the assumptions
Every trade, every figure, and a written list of exactly what the run assumed and where those assumptions could be wrong. What the numbers mean for your trading is your call to make.
What a template tool will not catch
Self-serve backtesters are faster and cheaper than we are, and for a clean setup they will give you the same numbers. The difference is what happens when the setup is not clean.
Fills that would not have happened
Limit orders filled at prices that only printed once, stops assumed to fill at exactly the stop price, both a stop and a target hit inside the same bar. Each one has an assumption behind it, and we write down which we used.
A sample too thin to mean much
Fourteen trades over eight months is a number, not a pattern. We put the sample size next to every figure so it is impossible to miss.
Parameters fitted to the past
A setup tuned until the backtest looked right will keep looking right on that same window. We report how much the result moves when the parameters move.
Markets we test
CME futures at launch. Contract rolls are explicit events in our data, so a roll can never be mistaken for a price move.
ES
E-mini S&P 500
CME · quarterly roll
MES
Micro E-mini S&P 500
Rolls with ES
NQ
E-mini Nasdaq-100
CME · quarterly roll
MNQ
Micro E-mini Nasdaq-100
Rolls with NQ
More CME products are on the way. Forex is not supported.
Pricing
Template runs are automated. Custom rules get talked through with the developer first. Deep Analysis takes those same rules further.
Template
Starting at
$20per report
Up to $30 across the full ten years of history
For setups that already have a definition. Pick one, fill in your numbers, get a report back.
Turnaround: Usually under an hour
- Previous day high/low, opening range breakout, moving-average cross, and similar
- Your own levels, sessions, stops and targets
- Full trade list and summary figures
- Assumptions written out per report
- PDF summary and CSV of trades
Custom
Starting at
$50per report
Up to $75 across the full ten years of history
For rules that do not fit a template. You describe how your strategy works and we talk it through before anything runs.
Turnaround: Two to three business days, including the conversation
- Everything in Template
- Describe the strategy in your own words, in as much detail as you want to give
- A working session with the developer who builds it, before the run
- Anything ambiguous gets settled by asking you, not by guessing
- Lookahead, fill, and sample-size concerns written up specifically
- How much the result moves when your parameters move
Deep Analysis
Starting at
$400per strategy
Up to $500 across the full ten years of history
The deepest look at the strategy you already have. The same rules you sent, put through parameter sweeps, out-of-sample testing and machine learning diagnostics that a single backtest cannot show.
Turnaround: About a week
- Everything in Custom
- Sensitivity sweeps across the whole parameter range, not only the values you picked
- Walk-forward and out-of-sample testing, showing how much of the result survives outside the window it was fitted on
- Which of your own conditions carried the result and which added nothing measurable
- How the same rules behaved across different market regimes inside your date range
- Monte Carlo resampling of the trade sequence, showing the range of outcomes the same rules could have produced
- Machine learning models used as measurement tools - feature importance and regime detection, not signal generation
- A written walkthrough of what the analysis surfaced, gone through with the developer
We do not design trading strategies. Every tier tests rules you supply, and Deep Analysis goes further into those same rules rather than handing you different ones. What comes back is measurement and the assumptions behind it. What to change is your call.
Compare tiers in detailTrading futures involves substantial risk of loss and is not suitable for every investor. Nothing on this site is investment advice, and no result shown is a guarantee of future performance. Backtested results are simulated, not actual trading.
Full risk disclosureQuestions
Do you tell me whether my strategy is worth trading?
No. You get the figures, the full trade list, and a written account of what the run assumed. Drawing a conclusion from that is your job, not ours. This is deliberate, and it is also why nothing here is investment advice.
Do I need to know how to code?
No. Describe your rules the way you would explain them to another trader. If something is ambiguous, we ask rather than guess.
Which markets can you test?
CME futures at launch: ES and MES, NQ and MNQ. More CME products are on the way. Forex is not supported and is not part of the launch.
How do you handle contract rolls?
Rolls are explicit events in our data. Raw, unadjusted prices are what the simulation executes against, and a roll forces the position flat and reopens it on the new contract. A price gap created by rolling can never trigger an entry or a stop, because it is never treated as a price move.
Find out what your rules actually did.
Send us the strategy you are already trading. You will get every trade it would have taken, and every assumption we made getting there.