§Methodology
How the strategy is validated.
Data
CME Verified L2 data across multiple future contracts.
Backtest
Point in time of systematic backtesting across multiple futures instruments. Conservative modelling of fees, slippage, and financing.
Live forward
Six months of live forward execution.
Reporting
Combined backtest and live results are reported net of all costs. Live results are clearly delineated from modelled backtest results in the full performance record.