List of Flash News about backtesting
| Time | Details |
|---|---|
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2026-10-27 02:06 UTC |
Glassnode: Bitcoin RSI Rule Caps Drawdown at 20%
Glassnode's backtesting engine identified a Bitcoin-native rule that buys when the 30-day RSI of entities in profit crosses above its threshold, delivering a 20% worst drawdown since July 2023 versus 53% for buy-and-hold. |
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2026-10-26 09:30 UTC |
Glassnode: AI Agents Access Backtesting Engine
Glassnode announced that AI agents can now connect Claude or ChatGPT to Glassnode Alpha Lab to test trading strategies using the firm's data and machine learning framework. |
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2026-07-28 19:02 UTC |
Binance: Explains Algo Trading Execution
Binance details how automated strategies execute trades via predefined rules, stressing backtesting, monitoring and system-risk controls for BTC markets. |
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2026-04-18 13:03 UTC |
Binance: Highlights Backtesting for Strategies
Binance emphasizes backtesting to test crypto trading strategies on historical data, boosting effectiveness in volatile markets like Bitcoin. |
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2026-03-13 06:09 UTC |
Why Point-in-Time Data Is Crucial for Accurate Backtesting
According to @glassnode, using inaccurate or revised data in backtesting can lead to misleading results, which may impact trading decisions. The analysis emphasizes the importance of immutable point-in-time data for maintaining historical accuracy and reliability in trading strategies. |
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2025-12-30 07:08 UTC |
Nvidia NVDA announces new Quantitative Portfolio Optimization example to accelerate backtesting with high-performance computing
According to @StockMKTNewz, Nvidia stated that its new Quantitative Portfolio Optimization example is designed to accelerate portfolio backtesting and analysis using high-performance computing, addressing the speed versus complexity trade-off in portfolio construction; source: Nvidia via @StockMKTNewz. According to @StockMKTNewz, the emphasis on faster backtesting directly targets quantitative finance workflows where execution speed materially impacts strategy evaluation and optimization; source: Nvidia via @StockMKTNewz. |
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2025-12-28 12:21 UTC |
S&P 500 2025 Top 10 Up Days: April 9 +9.5% Leads — Data Traders Can Backtest for SPX Momentum and BTC, ETH Risk Mapping
According to @StockMKTNewz, the S&P 500’s biggest up day in 2025 was April 9 at +9.5%, followed by May 12 +3.3% and April 22 +2.5%, with the remaining top sessions on March 14 +2.1%, May 27 +2.0%, April 24 +2.0%, January 15 +1.8%, April 11 +1.8%, March 24 +1.8%, and April 23 +1.7% (source: @StockMKTNewz on X, Dec 28, 2025). Seven of the top ten sessions occurred in April–May 2025, offering clear calendar anchors for momentum and mean-reversion backtests in SPX futures and sector ETFs using this date set (source: @StockMKTNewz on X, Dec 28, 2025). Crypto traders can map BTC and ETH performance on these same dates to evaluate cross-asset risk behavior using the provided list (source: @StockMKTNewz on X, Dec 28, 2025). |