Power Law Strategy Backtester

Walk-forward percentile strategy backtest with DCA benchmark, fees, slippage and no look-ahead data

What is the Power Law Strategy Backtester?

The Power Law Strategy Backtester tests monthly low-percentile buys and high-percentile reductions against mechanical DCA using identical cash flows. The model is refit each month using only information available at that time to avoid look-ahead bias.

How do I use the Power Law Strategy Backtester?

Choose the start date, capital, monthly contribution and percentile thresholds, then enter realistic fees and slippage. Compare final value, maximum drawdown, trade count, costs and exposure rather than selecting only the highest-return parameter set.

What should I watch out for?

The backtest excludes taxes, liquidity limits, exchange outages and future regime changes, while repeated tuning can overfit. Monthly decisions also cannot reproduce intramonth execution paths, so results are not a return promise.

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Free to use with no signup. Core products focus on Bitcoin valuation, cycle, backtesting and alerts; fee tools live in a separate commercial layer.