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Crypto · Building a crypto strategy · lesson 8 of 9 · 6 min read · David Alexander

Backtesting against a hostile substrate

the crypto test checklist

The module's defences as one pass: regime-split results, funding charged (leveraged rules), fills honest on real books, the sample counted as regimes not trades, the venue and custody clauses executed, and a mechanism that should hold across regimes - all against a substrate built to manufacture false confidence. Where equity tests failed by constructing kind worlds, crypto tests fail by believing a history that is three experiments.

This lesson is part of the advanced modules.

Modules 6 to 8 are included with a paid account. The definitional summary above is the whole of this page until then.