Backtesting Framework

Regime-aware walk-forward backtesting with bias mitigation. Tests volatility arbitrage strategies on historical data with comprehensive performance metrics.

Multi-Strategy Comparison

Tickers

Start Date

End Date

Sell Threshold

Buy Threshold

EV Threshold ($/contract)

Z-Score Entry

Z-Score Exit

Configure parameters and click "Compare Strategies" to run all three strategies across selected tickers.