The Lab
Test a trading rule against real history, with the spread included. Drawdown sits next to return, and adjustments to the past are counted. Financing, commissions and slippage are not included. This is education, not a signal: history is not a forecast, and we do not sell guesses.
Trend Long while the fast average leads the slow one.
The question the industry never asks: the deepest drawdown was 20.3% and its longest period below its previous high lasted 4887 daily observations including any ongoing drawdown. Would you really have kept trading through that?
Tune away. Every adjustment you make is one more fit to history this rule will never see again — this page will count them.
Move the window. The same rule can shine in one stretch of history and die in the next — and picking the flattering stretch is the oldest trick in the book.
Daily-close history · long/flat, unlevered simulation · decisions execute at the next recorded close · half the spread is paid on entry and exit · final open positions are valued at the last close and excluded from completed trades · financing, commissions and slippage are excluded · past results are not forecasts · changing the rule or window can overfit history · new tickers are limited each day; presets remain available.