I will audit your backtest for lookahead bias, crypto, futures and equities
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Your backtest looks great. Let someone take it apart first.
I audit backtests, not strategies. I do not say whether to trade it; I say whether the numbers are lying, and where.
WHAT I CHECK
- Look-ahead bias: data not knowable at decision time
- Survivorship bias: delisted coins/stocks, merged tickers
- Multiple testing: how many variants you tried, and the Sharpe cost
- Deflated Sharpe / PBO: the honest denominator
- Costs: commission, slippage, impact (no flat 5 bps guess)
- PIT integrity: restated fundamentals, revised candles
- Sample split: in-sample vs out-of-sample, walk-forward
ASSET-SPECIFIC
- CRYPTO: perp funding, revised candles, delisted pairs, wicks, 365-day annualisation
- FUTURES: contract construction, settlement vs close, roll windows, margins
- EQUITIES: PIT fundamentals, borrow cost, split/dividend mixing, index membership
WHAT YOU GET: one-page verdict (PASS / FAIL / CANNOT VERIFY), the number that changes for each FAIL, and a fix-these-three-first list.
WHAT YOU SEND: date, ticker, factor value. I compute forward returns myself, so nothing leaks from the future into your file.
Not investment advice. Message me first if your universe is unusual.
Plataforma:
Personalizado

