Anyone can ask an AI to generate a trading strategy. Very few can determine whether that strategy would have survived real market conditions. Common mistakes are:

Mistake 1

Looking into the future (Look-ahead Bias)

Many AI systems accidentally use information that wasn’t available at the time a trading decision would have been made.

Mistake 2

Treating History Like One Giant Spreadsheet

Many AI tools simply apply trading rules to the entire historical dataset in one calculation.

Mistake 3

Ignoring Real Execution

Many backtest tools or open sourced backtest engines ignore the reality of the market, they often assume instance execution, no delays, no slippage. In reality it would not work this way.

Our proprietary backtesting engine has been developed and refined in-house since 2018. Rather than applying trading rules to historical data in one calculation, the engine processes each market event sequentially, replicating how trading decisions would have been executed in live markets. This event-driven architecture enables more realistic strategy validation and provides investors with greater confidence before moving to forward testing or live deployment.