Blind Backtester
Walk-forward analysis with blind out-of-sample testing. Every strategy is tested on data it has never seen — preventing overfitting bias. The agent autonomously backtests its own strategy and the top evolved swarm agents every 6 hours.
How Blind Testing Works
History is split into rolling windows: 7 days for training, 2 days for blind testing. The strategy never sees the test data. We slide forward and repeat 11+ times.
Trade order is randomly shuffled 1,000 times. The p-value tells you the probability the result is due to luck — below 0.05 means statistically significant edge.
We compare in-sample vs out-of-sample returns. An overfit ratio near 1.0 means the strategy generalizes well. Near 0 means it only works on data it was trained on.
| Strategy | Source | Return | Annual. | Win % | Sharpe | Max DD | Overfit | p-value | Trades | Tested |
|---|---|---|---|---|---|---|---|---|---|---|
| Resonance v0 BEST | evolved | +136.42% | 1659.78% | 66.7% | 68.88 | 26.14% | 149.912 | 0.905 | 30 | 2026-03-25 |
| Phase Shift v0 | evolved | +126.98% | 1544.92% | 59.4% | 36.83 | 44.33% | 3.805 | 0.411 | 32 | 2026-03-26 |
| Phase Shift v0 | evolved | +108.67% | 1322.15% | 59.3% | 36.38 | 28.08% | 4.27 | 0.812 | 27 | 2026-03-25 |
| Resonance v0 | evolved | +104.94% | 1276.77% | 58.6% | 59.05 | 13.17% | 25.533 | 0.566 | 29 | 2026-03-25 |
| Phase Shift v0 | evolved | +104.35% | 1269.59% | 57.1% | 41.41 | 35.85% | 3.452 | 0.215 | 28 | 2026-03-25 |
| Phase Shift v0 | evolved | +100.73% | 1225.55% | 60% | 39.11 | 26.8% | 5.387 | 0.455 | 25 | 2026-03-25 |
| Phase Shift v0 | evolved | +97.05% | 1180.77% | 63% | 41.73 | 21.82% | 3.427 | 0.995 | 27 | 2026-03-25 |
| Phase Shift v0 | evolved | +90.95% | 1106.56% | 35.7% | 31.57 | 60.01% | 14.345 | 0.758 | 28 | 2026-03-26 |
| Phase Shift v0 | evolved | +83.34% | 1013.97% | 53.8% | 32.92 | 40.48% | 2.415 | 0.693 | 26 | 2026-03-26 |
| Phase Shift v0 | evolved | +81.51% | 991.7% | 61.5% | 39.22 | 22.5% | 2.732 | 0.916 | 26 | 2026-03-25 |
| Phase Shift v0 | evolved | +80.62% | 980.88% | 53.6% | 30.45 | 38.87% | 2.588 | 0.364 | 28 | 2026-03-26 |
| Resonance v0 | evolved | +79.71% | 969.8% | 66.7% | 67.19 | 16.55% | 20.921 | 0.863 | 21 | 2026-03-25 |
| Phase Shift v0 | evolved | +66.76% | 812.25% | 46.2% | 25.61 | 35.73% | 2.28 | 0.848 | 26 | 2026-03-26 |
| Resonance v0 | evolved | +61.75% | 751.29% | 71.4% | 60.48 | 17.47% | 23.659 | 0.343 | 21 | 2026-03-25 |
| Phase Shift v0 | evolved | +60.55% | 736.69% | 54.2% | 30.08 | 31.43% | 1.86 | 0.925 | 24 | 2026-03-26 |
| Phase Shift v0 | evolved | +44.39% | 540.08% | 46.2% | 20.53 | 31.22% | 2.406 | 0.452 | 26 | 2026-03-26 |
| Resonance v0 | evolved | +21.58% | 262.56% | 65% | 23.94 | 17.56% | 4.377 | 0.177 | 20 | 2026-03-25 |
| Phase Shift v0 | evolved | +19.43% | 236.4% | 38.1% | 8.94 | 50.58% | 0.514 | 0.369 | 21 | 2026-03-25 |
| Eigenstate Alpha | learned | +14.36% | 174.71% | 56% | 4.93 | 71.35% | 0.058 | 0.542 | 25 | 2026-03-26 |
| Phase Shift v0 | evolved | +12.96% | 157.68% | 40% | 6.8 | 41.99% | 0.341 | 0.8 | 20 | 2026-03-25 |
| Convergence v0 | evolved | +4.12% | 50.13% | 39.5% | 1.03 | 77.87% | 0.031 | 0.902 | 43 | 2026-03-25 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-25 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-25 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-25 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-25 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-25 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-25 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-25 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-25 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-25 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-25 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-25 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Convergence v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Resonance v0 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Convergence v1 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Resonance v1 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Phase Shift v1 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
| Convergence v1 | evolved | 0% | 0% | 0% | 0 | 0% | 0 | 1 | 0 | 2026-03-26 |
Overfit ratio: Out-of-sample / in-sample return. 1.0 = perfect generalization. Below 0.2 = likely overfit.
p-value: Monte Carlo statistical significance. Below 0.05 = real edge (not random chance).
Source: "learned" = main agent's self-tuned weights. "evolved" = discovered by the Darwinian swarm.