Backtesting Engine

Validate strategies against decades of clean historical data, with realistic transaction-cost models, regime tagging, and side-by-side comparison.

• ›Walk-forward testing · rolling train/test with purged k-fold
• ›Transaction cost model · linear + sqrt impact + borrow + slippage
• ›Regime tagging · risk-on / risk-off attribution
• ›Strategy library · momentum, value, low-vol, factor combos