RESOURCES / BACKTESTING FOUNDATION

Portfolio Backtest Methodology and Data

The same visible rules should always produce the same result from the same version of the data.

01

Deterministic calculation

AI can structure questions and explain differences, but return series, rebalancing, costs, and risk metrics are calculated by deterministic code.

02

Data lineage

Every comparison should identify its source series, adjustment rules, substitution record, coverage dates, and data version.

03

Reproducibility

Published studies retain their portfolio rules, assumptions, engine version, and result fingerprint so another user can reproduce the comparison.