Built by a trader who got tired of beautiful backtests.
I’m Daniel Brooks: trader, author and painter. I have been active in the markets for more than twenty years,
first with equities and futures, and in the last three years with a systematic focus on options strategies for small accounts.
How it started
Like many people, I started by hand: charts, instinct and whatever I had read the night before. Some weeks went well. Then
one bad day erased them. Slowly I understood that the problem was not the market. It was me: tired, impatient, sure that
this time was different.
So I turned to automated trading. I thought a machine would fix the emotional part. I learned to build Expert Advisors and
I discovered the most dangerous tool a trader can own: the optimizer. You give it a strategy and a few
parameters, and in a few minutes it hands you an equity curve that goes straight up. I had dozens of them. Almost all of them
died on a live account within weeks.
The lesson that changed everything
When you test thousands of parameter combinations, some of them will look brilliant by pure chance. The optimizer
does not find the best strategy. It finds the luckiest past.
The strategies that survived were never the ones with the highest backtest profit. They were the ones that kept working when
I moved the settings a little, when I tested them on data they had never seen, and when I looked at them window by window
instead of as one perfect curve.
Why I built StrategyProof
StrategyProof is the tool I wish I had at the beginning. It does not look for the most impressive backtest. It looks for
evidence:
- Walk-forward testing: the strategy is optimised on one period and judged only on the next one, again and
again. - Variant maps: does the chosen setting stand on a stable plateau, or on a lonely peak that collapses if you
move one step? - Variant cloud: how does walk-forward compare with every fixed combination? Beating 99% of them
means something. Beating 1% means something too. - Honest warnings: few trades, few windows, empty windows. If the evidence is weak, the result says so.
What I believe
Most traders do not fail because of a poor strategy. They fail because of poor risk management and unchecked emotions, and
because they trust a strategy that was never really tested. A good research tool should make you less confident, not
more, until the data earns your confidence.
Also by Daniel Brooks
Honest, no-nonsense guidance for everyday traders with limited accounts: capital preservation, realistic position sizing
and the emotional mistakes that destroy small accounts. Written from years of real-money trading, costly mistakes included.
Beyond the charts
When I am not trading or writing, I paint. Abstract painting and trading have more in common than it seems: both reward
patience, both punish forcing a result, and in both the hardest skill is knowing when to stop. I also study market psychology
and behavioral finance: why intelligent people repeat the same mistakes, and how a simple process can protect us from
ourselves.
Contact
Questions, ideas or a bug to report: analysis@strategyproof.net.
I read every message.
StrategyProof is a research and education tool. It is not investment advice. Read the
Risk Disclaimer.