Flagship programme

Structured Backtesting Intensive

A six-week mentored programme where you define a chart rule set, backtest it on historical bars, and run a disciplined weekly review of the results.

Six weeks, two live sessions per week Live online cohorts with optional Aylsham study-day for UK participants From £1,450
Reserve a readiness call

Who it is for

Traders and investors who already recognise common chart formations and want a repeatable way to prove whether a setup belongs in their playbook.

What you leave with

A written strategy brief, a completed backtest log with entry/exit rules, and a personalised review cadence you can keep after the cohort ends.

Included

  • Rule-writing workshops for entries, exits, filters, and invalidation
  • Guided historical backtests across at least two market regimes
  • Weekly review clinics with annotated chart walk-throughs
  • Printed and digital strategy workbook templates
  • One private midpoint check-in with the lead instructor

Not included

  • Brokerage account management or trade execution on your behalf
  • Signals, tips, or guaranteed performance claims
  • Software licences beyond the charting packages you already use

How the work unfolds

  1. Clarify the edge

    We turn vague chart hunches into measurable rules: trigger, confirmation, stop, and target.

  2. Backtest without cherry-picking

    You walk historical charts bar by bar under supervision, logging every valid and invalid instance.

  3. Stress the weak points

    We isolate losing streaks, overnight gaps, and regime shifts that break the pattern.

  4. Install the review loop

    You leave with a weekly scorecard format and a calendar habit for honest post-trade study.

Preparation

Bring 12 months of charts for one instrument you trade often, plus notes on setups you already favour. No coding required.

Practical constraints

Cohorts are capped at ten participants so every backtest log receives instructor comments. Places are confirmed after a short readiness call.