What you can validate
Trend following & time-series momentum
Persistence and directional drift across liquid markets.
Trend-following and time-series momentum strategies trade the tendency of markets to keep moving in the same direction. We validate moving-average systems, breakout-confirmed trends, and cross-asset momentum portfolios with volatility targeting, regime gating, and walk-forward analysis.
- Futures
- Cross-asset
20 example backtests
Each sample report is being prepared and will be downloadable here.
- 01
12-month time-series momentum across CME futures, vol-scaled
Sample reportComing soon - 02
Dual moving-average crossover on ES (50/200)
Sample reportComing soon - 03
Donchian channel breakout trend on CL crude
Sample reportComing soon - 04
Cross-sectional momentum across 13 liquid futures
Sample reportComing soon - 05
Risk-parity trend portfolio (ES, NQ, ZB, GC)
Sample reportComing soon - 06
20/100 EMA trend filter on Nasdaq futures
Sample reportComing soon - 07
Volatility-targeted trend on gold (GC)
Sample reportComing soon - 08
Momentum with ATR trailing stop on ZN treasuries
Sample reportComing soon - 09
Term-structure roll-yield momentum in energy futures
Sample reportComing soon - 10
Time-series momentum with VIX regime gating
Sample reportComing soon - 11
Breakout-confirmed trend entries on RTY small-cap futures
Sample reportComing soon - 12
Multi-timeframe momentum alignment (daily + weekly) on ES
Sample reportComing soon - 13
Trend momentum with inverse-volatility position sizing
Sample reportComing soon - 14
Long-only equity-index trend with drawdown control
Sample reportComing soon - 15
Momentum crash filter (downside-skew avoidance)
Sample reportComing soon - 16
Carry + momentum combined signal on rates futures
Sample reportComing soon - 17
6-month vs 12-month momentum blend, monthly rebalance
Sample reportComing soon - 18
Trend persistence after macro releases on ZB
Sample reportComing soon - 19
Cross-asset momentum overlay on a 60/40 base
Sample reportComing soon - 20
MES micro-futures trend system for smaller accounts
Sample reportComing soon
Have a trend & momentum idea of your own?
Send us the rules in plain English. We confirm scope and feasibility, then validate it on the same institutional infrastructure.