02 · Prove
Test it before you trust it.
A backtest runs your exact rules over real market history, month by month — costs, drawdowns and all. What would have happened. Not what will.
Month by month, 21 years. Every rebalance recomputed on real market data — no shortcuts, no smoothing.
Costs at every step. Trading costs are charged inside the simulation, not footnoted after it.
The benchmark can win. This one trails the S&P 500 on return — and shows it. Less than half the drawdown is the trade.
How it works
Define. Run. Read.
Backtesting isn't a report you order — it's a loop you live in. Change a rule, run it back, read what history says.
Instruments
Screening
Allocation
Risk · Position exits
Define
Five decisions, one panel. The rules you see are the rules that run.
Run
Every month since 2005 recomputed — screeners re-picked, weights reset, costs charged, exits honored.
Read
Growth above, drawdown beneath — dated, benchmarked, yours to inspect.
Instruments
Screening
Allocation
Risk · Position exits
Not what will.
That line is on every result we show — because a backtest that hides its assumptions is a sales pitch. Here's what's inside ours.
Drawdown comes first-class
Every result carries its drawdown chart beside the growth curve — the honesty pair. The worst stretch is never a footnote.
Costs & interests, charged inside
Trading costs and leverage interest are charged at every rebalance inside the simulation — and itemized in their own view after it.
Taxes and reinvestment, explicit
Taxes have their own view; reinvesting profits is a setting you control, not a silent assumption baked into the curve.
Not just strategies
You can backtest a screener, too.
Before a screener ever powers a strategy, you can put it on trial by itself: did these picking rules actually beat the market they filtered?
What gets tested
Just the picking rules — the shortlist re-picked every month since 2000, held for 1 to 36 months. No allocation, no exits: selection skill, isolated.
An honest benchmark
Picks are measured against the same pool before filters — beating “all instruments” is the only edge that counts, and sometimes the answer is no.
The detail lives with the screeners
Per-horizon edge, per-filter impact, what to prune — the full screener backtest has its own home.
Explore Screeners →History has an opinion. Ask it.
Start from scratch, or from a Library strategy that already carries its evidence.
Fincanva provides no financial advice. Backtests show what would have happened — not what will.