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Random Thoughts

The Perils of Backtesting with Unrealistic Data

As readers hear us repeat often, our results tend to be less optimistic than you’ll find elsewhere. We do our best to show backtested results that are as realistic as possible (even though showing results that are as good as possible would probably be better for business). That’s partially a result of simple things, like accounting […]

Filed Under: Data Quality, Random Thoughts, Things That Don't Work

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We have built a platform to track the industry's best Tactical Asset Allocation strategies in near real-time, and combine them into custom portfolios.

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New from Our Blog

  • Member Note: Our Approach to Selecting Strategies for the Platform February 2, 2026
  • Gold Cross-Asset Momentum January 20, 2026
  • New Feature: The Underperformer Watchlist January 15, 2026

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