Process
Backtesting Strategies
Validate an edge on historical data before risking real capital.
Why backtest?
Backtesting tells you whether a strategy had an edge in the past and how it behaved through different market conditions and drawdowns.
Metrics that matter
Look beyond total return: win rate, average R, max drawdown and Sharpe ratio reveal whether a strategy is actually tradeable.
Avoid overfitting
A strategy tuned perfectly to history often fails live. Keep rules simple and test across multiple assets and periods.
Backtest on CGMO
Generate a strategy and backtest it on years of real data right inside CGMO.AI before you deploy it.
Turn this into an indicator
Describe the setup in plain English and CGMO.AI writes a TradingView indicator that detects it for you.