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Build Alpha
Buildalpha

Build Alpha comes with proprietary “stress testing” that we have named Variance Testing. This is a unique forward simulator that simulates how well a trading strategy should do over the next N trades. The trader or money manager can predetermine how much to vary the win rate, how many trades into the future to look, and the number of simulations to run.

It creates hypothetical equity curves into the future based on the distribution of the backtest results. Buildalpha users can adjust the number of trades looking forward, the number of simulations, the drawdown amount, and the win rate’s variance to build their own custom stress test on every strategy and portfolio constructed.

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