Quantitative strategy testing

Your strategy. Tested properly.

You bring the rules. We backtest, optimise, visualise and deploy them — by hand, with a full report at the end. We don't sell signals, and we don't tell you what to trade.

  • You specify the rules — we test exactly those
  • Costs, slippage and out-of-sample included by default
  • Delivered to an agreed deadline
BacktestingOptimisationSignal visualisation Algo deploymentIdea refinementModel evaluation Walk-forward analysisCustom KPIs

01 — What we do

Six things, done by hand.

No dashboard to learn, no template to fill in. A person reads your idea, writes the spec, runs the work and answers your questions.

01

Backtesting

Your rules coded exactly as specified and run over clean historical data — with commission, slippage and realistic fills modelled, not waved away.

  • Next-bar fills, no look-ahead
  • In-sample / out-of-sample split
  • Full trade ledger you can audit
02

Optimisation

Parameter sweeps, walk-forward analysis and sensitivity surfaces — tuned toward robustness rather than the prettiest possible curve.

  • Plateau-seeking, not peak-chasing
  • Overfit checks stated plainly
  • Every parameter's effect shown
03

Signal visualisation

Every entry and exit drawn on the chart, so you can see when your logic fires, when it stays flat, and where it hurts.

  • Trade-by-trade markers
  • Regime and session breakdowns
  • Losing clusters isolated
04

Algo deployment

Take a strategy you've validated and put it live on your platform, with monitoring, logging and a documented kill-switch.

  • Broker / platform integration
  • Paper-trade parity check first
  • Runbook handed over to you
05

Idea refinement

A rough idea turned into a precise, testable specification — filters, sizing, exits and the edge cases you hadn't decided yet.

  • Ambiguities surfaced early
  • Written spec you sign off
  • You keep the final say
06

Model evaluation

You've trained a model — we stress-test whether the edge is real or an artefact of how it was validated. Leakage, decay and honest out-of-sample scoring.

  • Look-ahead and leakage audit
  • Purged, embargoed cross-validation
  • Feature stability across regimes

What we don't do

We don't originate strategies, sell signals, manage money, or tell you what to trade. You specify the strategy; we test it and report what we find.

That boundary is deliberate. It's also what keeps our results honest.

02 — How it works

From rough idea to signed-off report.

  1. 1

    Send the idea

    Rough is fine. A paragraph, a screenshot, a TradingView script, or a set of rules scribbled down. If it's incomplete, we'll tell you exactly what's missing.

  2. 2

    We write the spec

    Your idea becomes an unambiguous written specification — entries, exits, filters, sizing, session rules, edge cases. Nothing gets coded until you approve it.

  3. 3

    We test it

    Coded to spec and run over clean data with costs and slippage. Out-of-sample held back. Parameter sensitivity mapped so you can see whether the edge is real or fragile.

  4. 4

    You get the report

    Standard KPIs plus any custom metric you ask for, the full assumption list, and a plain-English read on what held up and what didn't — including when the answer is "this doesn't work".

Scope, timeline and deliverables are agreed in writing before we start. Every engagement has a deadline.

03 — Coverage

If it's tradable and the data exists,
we can test it.

We're not limited to a fixed list of supported markets. Data availability is the only real constraint — and we'll tell you whether clean history exists before you commit to anything.

US equity options Index futures NIFTY F&O Equities ETFs Commodities FX Crypto perpetuals …and whatever else you trade

04 — Deliverable

A full report. Not a teaser.

This is the depth every engagement ships with. Scroll it — it's the whole thing, the unflattering parts included.

Illustrative sample — synthetic data. These figures are generated to demonstrate report structure and depth. They are not real trading results, not a real client strategy, and not a performance claim.

Headline metrics

Equity curve In-sample / out-of-sample split marked

Compounded account equity, starting from $100,000. The dashed marker is the point after which no parameter choices were made.

Underwater curve

Percentage below the running peak. Time spent underwater matters as much as the depth — this strategy's longest stretch is shown in the metrics above.

In-sample vs out-of-sample

Out-of-sample performance below in-sample is normal and expected. A strategy that performs better out-of-sample usually means the split leaked — we say so when it happens.

Monthly returns Percent, by calendar month

Each cell is that month's return. Colour encodes direction and magnitude; the number is printed in every cell, so nothing depends on colour alone.

Year by year

Trade outcome distribution R-multiples

How individual trades landed, in units of initial risk (1R). The shape matters: a thin right tail carrying the whole result is a fragility warning.

Parameter sensitivity Sharpe across the parameter grid

We look for a broad plateau, not a single towering peak. A result that only survives at one exact parameter pair is curve-fitted, and we'll say so.

Assumptions & modelling

Plain-English read

Backtested and simulated results are hypothetical. They do not represent actual trading, carry no guarantee of future performance, and are subject to the modelling assumptions listed above. This report describes the behaviour of a client-specified strategy; it is not advice and not a recommendation to trade.

05 — Why trust the numbers

The unflattering parts stay in.

We test what you specify

Not a variant we liked better. If we think a rule is a problem, we say so in writing and let you decide — then we test what you chose.

Costs are modelled

Commission and slippage are in every result by default. A backtest without costs isn't a backtest; it's a chart.

Out-of-sample by default

A held-back window no parameter ever touched. You see both numbers, side by side, even when the second one is worse.

Plateaus, not peaks

We map the parameter surface and show you the whole thing. Edges that exist at one exact setting aren't edges.

Every assumption listed

Data source, fill logic, sizing, survivorship handling. If you can't reproduce our reasoning, we haven't finished the job.

"It doesn't work" is a result

Plenty of ideas don't survive contact with costs and out-of-sample data. Finding that out on paper is the cheapest outcome available to you.

06 — Questions

Before you ask.

Do you give trading advice or recommend strategies?

No. We are a testing and reporting service. You specify the strategy; we test it and report what the data shows. We don't recommend instruments, don't sell signals, don't manage money, and nothing we produce is investment advice.

What if my idea is only half-formed?

That's normal and it's fine. Most ideas arrive as a paragraph and a screenshot. Turning that into a precise, testable specification is part of the work — we'll ask the questions you haven't answered yet and write it up for your sign-off.

What do I actually need to send you?

Whatever you have: rules in plain English, a Pine/Python script, chart screenshots, or a description of what you watch for. The more specific the entries, exits and sizing, the faster we start.

Which markets can you test?

Anything tradable with available data — US equity options, index futures, NIFTY F&O, equities, ETFs, FX, commodities, crypto. If clean history for your instrument doesn't exist or is unreliable, we'll tell you that up front rather than quietly producing a result you can't trust.

How long does it take?

It depends on the complexity of the rules and the data involved. You get a scope and a firm deadline in writing before any work starts, so you're never waiting on an open-ended promise.

Is my strategy kept confidential?

Yes. Your idea is yours. We don't trade it, don't resell it, don't reuse it for another client, and we'll sign an NDA if you want one on file.

Can I ask for metrics that aren't in the standard report?

Yes — custom KPIs are part of the service. If you care about a specific metric, exposure breakdown, regime split or risk measure, tell us and it goes in the report.

What happens if the strategy tests badly?

You get the report anyway, with the reasons. We'd rather hand you an honest negative result than a flattering one — and we'll point at which assumptions, if any, were doing the damage.

07 — Start

Send us the idea.

Tell us roughly what you trade and what you want answered. We'll come back with what we'd need, what we'd do, and how long it takes.

Prefer email? taurus.consultancyservice@gmail.com

How should we reach you? Either one is enough — give both if you prefer.

We reply to every enquiry. Your details are used only to respond to you — never sold, never added to a list.