The backtest that predates the product

A quick way to separate old history from evidence a seller could not see.

Written on 9 September 2026. Counts, rankings, extremes and labels here describe the audits on record that day; audits published or rebuilt since have changed some of them, and retired audits are not current evidence.

Verdict: a long backtest is weak buying evidence when most trades happened before the product existed. Gold Snap closed 3,720 trades before release.

AuditBefore releaseRelease to the audited buildAfter the audited build shipped
Gold Snap3,720 trades29 trades20 trades
Logan1,249 trades123 trades0 trades
Range Breakout EA1,235 trades273 trades17 trades

Read the record in three parts

The first part covers trades completed before the product was released. That history may show how the strategy behaved, but it was already available while the product was being designed.

The second part runs from release until the version we tested shipped. It is useful, but the product was still changing while those prices became known.

The third part begins when the tested version shipped. It is the cleanest part of the record because the build we tested could not have been fitted on those prices. A zero in this column means there is no such evidence yet, not that the strategy failed. Until 29 September our audits cut this column at the vendor's latest update instead, which left Range Breakout at 290 and 0 trades; the table shows the current cut.

Short clean windows deserve modest claims

Gold Snap made 29.73 USD across its 20 trades after version 2.0, the build we tested, shipped on 2026-06-27 (the vendor shipped another build on 2026-08-31, after our test window). That result is positive, but the small sample cannot carry the weight of the much longer headline record.

Logan shows why the split matters in the other direction. It lost 24,807.11 USD before release, then made 472.46 USD while the product changed up to version 2.95, the build we tested. The later result does not erase the larger loss, and neither period tells us what happens after version 2.95 shipped because that window contains no trades.

Use the split as a confidence check. Start with the trade count after the audited build shipped, then read its result, and treat everything earlier as supporting history rather than a promise.

Every verdict lamp in the catalog is public on the audit pages. Your own tester report? The browser check is free.

More from the blog

Run it again: what 26 audits record about repeating a backtest (September 2026)

A backtest is one run, and whether a second run would produce the same trades is a separate question. On 4 September 2026 our 26 default audits answered it in one field. Three set it (randomization or a standing note, a rerun experiment shows changed trades for one), 19 did not, and 4 built by an older engine carry no answer at all. Market Anomalies EA prints 229 randomization lines and has no field, Gold Atlas has the field and prints none.

Seven million bars or five thousand: what the tester actually read

Four audits of the same gold history over the same window ran on 7,901,463 bars at M1, 559,285 at M15, 280,941 at M30 and 140,862 at H1. The coverage ratio published beside those counts reads 0.9425, 1.0007, 1.0053 and 1.0081, because every bar is credited its full length while the denominator assumes 1,380 trading minutes on each weekday. Above 1.0000 means rounding, not extra data.