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Backtest · model v1.0

2026-05-112026-05-17 · GB/IRE

Backtests are research, not proof. Historical simulations flatter models — settlement prices, segment filters and survivorship all lean optimistic, and we have published a full account of how our own backtests fooled us. The only performance claim we stand behind is the live public ledger and its closing-line audit.

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P&L (pts)
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Segment cuts are where backtests most often lie: a model that only worked in one month, one price band or one going is curve-fit, not an edge. We show every cut so you can check — small segments swing on a handful of results.

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