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backtester-python

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A Python framework for testing trading strategies against the ways backtests mislead: look-ahead audits, matched-exposure controls, and block-bootstrap significance tests. The tester is itself tested - a property fuzzer plus mutation testing (4 planted engine bugs, all caught). Includes three case studies of rejected ideas.

  • Updated Jul 16, 2026
  • Python

Backtests 4 equity factors (momentum, low-vol, risk-adj momentum, beta) on current S&P 500 members using the past 15 years of data, with point-in-time index membership filtering and a 200-draw randomized concentration-matched control built specifically to show factor signal value isn't just survivorship bias wearing a disguise.

  • Updated Aug 1, 2026
  • Python

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