july-backtester
Unverified ML strategy on Indices by zachisit. BotFinder score 18 out of 100.
Python backtesting engine for US equity strategies. Point-in-time survivorship-free universes, Monte Carlo (+ block-bootstrap) & Walk-Forward Analysis, advanced position sizing, da
Source: github
BotFinder analysis pending.
july-backtester
July Backtester A professional-grade Python engine for stress-testing US equity strategies with Monte Carlo simulation and Walk-Forward Analysis. --- Tests trading strategies against full historical US equity data, runs 1,000-path Monte Carlo simulation and Walk-Forward Analysis to separate genuine edges from curve-fitting, and produces a summary table with Sharpe, Calmar, Win Rate, MC Score, WFA Verdict, and SPY/QQQ outperformance. Detailed PDF tearsheets include equity curves, drawdown plots, R-Multiple histograms, and VIX regime heatmaps. Intraday support: Backtest on hourly (1H, 4H), 5-minute, 15-minute, or 30-minute bars with automatic metrics annualization (Sharpe, Sortino, HTB fees). Supports Polygon, Norgate, Yahoo Finance, local CSV, and local Parquet. Free to run against Yahoo Finance with no API key. Full reference: docs/READMEfull.md --- Installation For Polygon data, add your API key to .env (copy .env.example to get started): For interns with private strategies: After cloning, initialize the private strategies submodule: See PRIVATESTRATEGIES.md for the full guide. ---
⚠ No verified equity curve — no track-record source connected.
Drawdown profile
Data unavailable — contact the owner.
Verification ledger
How the score has moved
Recalculated at each data collection. Transparency means showing the bad weeks too.
No score history is stored yet — only the current score is shown.
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Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)