Catalogue strategies are measured up to the end of
the published sweep of 25 September 2026, and no further, so each one shows the figures the
sweep page shows for it. Your own rule is measured up to the latest closed bar, and your CSV
over its own dates; neither is cut at the sweep.
Upload a CSV with a date column and a signal
column. It takes ISO dates or epochs, and signals like 1/0/-1,
long/flat/short or buy/sell. A position is held until you change it. Add a price column and it is validated against your prices. Annual figures assume
the series trades every day, as crypto does: for equities or FX, which do not, they come out
overstated. Without one, our BTC series is used.
Write when to be long and, if you want, when
to be short. When neither holds, you are out of the market.
Start from an example:
Series and functions available
Assay is a validation tool, not investment advice. A strategy
surviving the battery does not prove it makes money: it means it passed all five tests for the
known mistakes that make a beautiful backtest lose money live. It does not correct for having
tried many strategies and kept the best.
Why “Assay”?An assay tests an ore before anyone pays for it. This
does the same to a trading strategy: five tests for the mistakes that make a backtest look better
than it is. It does not tell you when to buy — it tells you whether what you believe works holds
up against them.