Backtesting is the heart of TuringTrader's investment strategies, offering a solution to the challenge of testing strategies across various economic scenarios while adapting to evolving markets. We ensure rigorous testing of our portfolios, aiming to use the most realistic conditions. Our principles are reliability and transparency to enable investors to assess the effectiveness and robustness of our portfolios, identify potential limitations, and refine their approaches before implementing them in real-world trading.

We use our own open-source backtesting engine which we designed specifically for portfolio-level simulations, and use the most accurate data from various credible sources. Our portfolios require rebalancing either on a daily, weekly, or monthly schedule, and market orders are submitted while the markets are closed. This leads to the assumption that the market fills the orders at the opening price, and we include commissions in every transaction. However, we do not account for slippage. In our experience of trading for our own accounts, our backtests closely match actual trading.

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