We are Capo Horn Lab — a quantitative research group that tests trading strategies on historical market data. Our mission: to replace market noise with reproducible evidence.
Most trading strategies fail in the real world. Not because the ideas are bad — but because they have never been tested against actual market data with realistic costs, slippage, and statistical rigour.
We exist to fix that.
Research-Funded Model. Every subscription euro and backtest fee is reinvested into market data, infrastructure, and new publications. We don't take a profit — we expand the research.
We test ideas against real data and publish what we find — including when it hurts.
A negative result is not a failure. It is a successful falsification. It saves you time, capital, and the cost of learning the hard way.
We do not sell strategies. We do not sell signals. We do not sell the fantasy of easy returns.
We test. We measure. We publish the truth.
| Parameter | Detail |
|---|---|
| Tick data source | Databento MDP3 |
| Depth | 5+ years of ES, NQ, CL, 6E tick data |
| Resolution | Tick → 1m / 5m / 15m / 1h / Daily — multi-resolution on every study |
| Pipeline | Python + pandas/polars + Matplotlib/Plotly |
| Reproducibility | All results are scripted, version-controlled, and repeatable |
| Computing | Local high-performance workstations — no cloud latency, full data control |
We don't sell strategies. We sell the truth about them.