Backtesting

Backtesting is where Just Indicators checks whether an indicator/timeframe setup worked historically before any win-rate style number is treated as a measured result.

Research only. Background agents can run private validation continuously, but public win-rate or probability claims stay locked until tests are reproducible, sample sizes are shown, and overfit checks pass. Percentages are historical context only, not a suggestion to buy, sell, hold, sell puts, buy calls, or enter any order.

Background validation
Running locally when Acer agents are on
Public probability estimates
Held until background tests pass
Quote safety rule
No probability estimates from stale quotes

Seed indicator/timeframe table

This table is a seed list for the Backtesting Agents. The agents should try to reproduce, reject, or downgrade each claim using ANNbroker data. Until then, each row is shown as pending background validation, not as an ANNbroker-measured result.

IndicatorChart timeframeSeed win rateStatus
Price Rate of Change5-min93%Pending background validation
VWAP5-min93%Pending background validation
Weighted Moving Average5-min83%Pending background validation
Hull Moving Average5-min77%Pending background validation
Simple Moving Average5-min70%Pending background validation
Relative Strength Index5-min53%Pending background validation
Commodity Channel Index60-min50%Pending background validation
Bollinger Bands60-min47%Pending background validation
Aroon Indicator5-min47%Pending background validation
Money Flow Index60-min43%Pending background validation
Stochastic Indicator60-min43%Pending background validation

Background validation agents

BacktestingAgentRuns reproducible tests by symbol, timeframe, indicator, lookback, and holding window.
WalkForwardAgentSeparates training windows from forward-test windows where possible.
OverfitGuardAgentPenalizes tiny samples, cherry-picked windows, and one-off wins.
PublisherGateAgentOnly publishes validated findings after price, sample-size, wording, and smoke-test checks pass.