The Honest Backtest tests famous trading & investing strategies with real data and real costs — to find the few that actually work.
No hype. No curve fitting. Just data.
Every strategy is run with real prices, dividends, and trading fees, survivorship-bias-free. We show the honest numbers — win or lose.
New episodes regularly. What should we test next? Tell us in the comments.
유명 트레이딩·투자 전략을 실제 데이터와 실제 비용으로 정직하게 백테스트합니다. 과장 없이, 커브피팅 없이, 숫자로만.
⚠️ Educational only. Not financial advice.
The Honest Backtest
Dual Momentum's famous table claims 17.4% a year with less than half the S&P 500's drawdown. We rebuilt the rule with real ETFs, dividends, trading costs, and no hindsight changes. It protected capital in 2008, missed the fast COVID crash, and lagged buy-and-hold over our full sample. Episode 3 is now live: https://youtu.be/soQBJidgHbE
3 weeks ago | [YT] | 0
View 0 replies