Test Your Strategy — Capo Horn Lab

Strategy Identity

Tell us about your strategy — its name, logic, and what it trades.

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Precision matters. A strategy described as "buy when it goes up" cannot be tested. A strategy described as "enter long when the 20-period SMA crosses above the 50-period SMA on the 5-minute chart" can. The more specific you are, the more accurate your results will be.

Strategy Name * Choose a descriptive name for your strategy. This is how it will appear in your dashboard.

Brief Description * What is the core idea behind this strategy? Be as specific as possible. This helps us understand intent before we touch the parameters.

Asset Class * Which asset class does your strategy trade?

Instrument(s) * Which instrument(s) does your strategy trade?

Direction *

Long only Short only Both

Does your strategy take long positions, short positions, or both?

Step 1 of 7

Time Settings

Define the timeframe, historical period, and trading sessions.

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Choose your period thoughtfully. Include enough data for statistical significance — typically 2+ years for daily strategies, 6+ months for intraday. The system will default to maximum available data if you leave the range open.

Timeframe * On what bar resolution does your strategy operate?

Session Times During which trading session(s) does your strategy take signals?

Start Date * When should the backtest period begin?

End Date * When should the backtest period end?

Market Data Mode * 10-level depth is used for liquidity and imbalance research; it does not claim queue position or exact fills.

News Event Families For event studies, specify the scheduled releases to test and the instrument/session around each release.

News Signal Rule News research requires actual, forecast, prior, revisions and first public availability. Post-release returns are research outcomes, not inputs available before release.

Step 2 of 7

Entry Rules

Describe the conditions that trigger a position entry.

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Detail is better than brevity. If your strategy uses multiple indicators, list them all. If there is a sequence (e.g. "first check A, then wait for B"), describe it. Ambiguous rules produce ambiguous results.

Entry Trigger * What specific market condition must be met before you enter? Include indicator values, price levels, or pattern recognition logic. Be precise — "RSI below 30 and price closes above SMA(20)" is clearer than "oversold condition."

Indicators & Parameters Which indicators does your strategy use, and what are their specific parameters?

Filter Conditions Any additional filters that must be true before entry?

Max Positions per Day Maximum number of entries per trading day.

Step 3 of 7

Exit Rules

Define how and when positions are closed.

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Define risk before reward. A stop loss is required for every strategy. Take profit, trailing stops, and break-even logic are optional but recommended — they define how the strategy manages open positions.

Stop Loss * How does your strategy define the maximum acceptable loss per trade?

Take Profit At what profit level does the strategy exit?

Trailing Stop Does the strategy use a trailing stop? If so, describe the trail distance and activation condition.

Break-Even Move Does the strategy move the stop to break-even after a certain profit level?

Time-Based Exit Does the strategy exit based on time rather than price?

Step 4 of 7

Execution Parameters

Set contract sizes, costs, and execution details.

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Honest slippage matters. The biggest gap between backtest and live trading is execution. Using 0 slippage and $0 commissions will produce beautiful equity curves that do not survive real markets. Be realistic.

Contracts per Trade * How many contracts does your strategy trade per entry?

Position Sizing How is position size determined?

Commission per Side * Commission cost per contract per side. Default reflects standard retail futures brokerage.

Slippage per Entry * Expected slippage in ticks. Default: 1 tick (ES), 2 ticks (NQ). Adjust if you have empirical data on your fill quality.

Order Type What order type does your strategy use to enter and exit?

Step 5 of 7

Attachments & Notes

Upload supporting files and add any additional information.

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Context helps interpretation. If you have existing trading logs, spreadsheet models, or indicator screenshots, include them. They help us understand your intent.

Files

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Click to upload or drag and drop
Max 5 files, 10MB each

Accepted formats: PDF, PNG, JPG, CSV, TXT

Upload any supporting material: screenshots of your strategy rules, spreadsheets, indicator configurations, or existing backtest results.

Additional Notes

Step 6 of 7

Review & Submit

Review your submission before sending.

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Final check. Read through every field before submitting. Incomplete or contradictory parameters may delay the review. You will not be able to edit after submission — if something is wrong, submit again with corrections.

Strategy Summary

Strategy Name —

Description —

Instrument —

Timeframe · Period —

Data Mode · News Events —

Direction —

Entry Trigger —

Stop Loss · Take Profit · Trailing —

Contracts · Commissions · Slippage —

Attachments —

Select Data Tier & Period

Price is calculated dynamically based on data type and time period.

Base

€10/mo

RBBO · Trades · BBO
OHLCV-1s/1m/1m/1y

L2 History

€40/mo

MBP-1 · MBP-10
Depth analysis

★ RECOMMENDED

L3

€60/mo

MBO Full Order Book
Maximum granularity

Period: Total: €480.00

Promotions

Promotions are applied only after server-side validation during checkout.

Step 7 of 7

✓

Request Received

We have received your strategy submission. Here is what happens next:

1 Our team reviews your strategy parameters (1–2 business days)

2 We may reach out if we need clarification

3 We run the backtest against historical tick data (3–10 business days)

4 You receive a full quantitative report

A request ID is issued only after the authenticated submission succeeds.

You can track its status on your Dashboard.