Algorithmic Strategy Backtesting overview

Executes historical backtesting of algorithmic trading strategies — preparing cleaned tick/bar data with survivorship-bias-free universes, running walk-forward optimization across in-sample/out-of-sample windows, performing regime analysis to assess strategy behaviour across bull/bear/sideways markets, and applying overfitting checks including combinatorial cross-validation and deflated Sharpe ratios. Produces backtest performance reports with risk-adjusted metrics (Sharpe, Sortino, max drawdown, Calmar) and statistical significance tests. Excludes live deployment and capital allocation decisions.