Backtests Are Evidence, Not Promises
A plain guide to reading ZadVest backtests without turning historical results into future-performance promises.
A backtest can help inspect a rule, but it cannot tell a reader what a live market will do next.
What a backtest can answer
A backtest can show how a rule behaved on historical bars, how often trades appeared, where drawdowns clustered, and whether the sample may be too thin to trust.
That makes it a decision-support artifact, not a prediction engine. The best use is to find weak assumptions early and compare rules more consistently.
What a backtest cannot prove
Historical results do not prove a future edge. Markets change, liquidity changes, and a rule that looked orderly in one window can behave differently later.
Return, win-rate, Sharpe, and drawdown metrics stay descriptive and historical inside ZadVest.
How ZadVest keeps context visible
ZadVest favors plain labels: sample size, risk, in-sample context, and null-benchmark comparisons. Those labels help reduce overconfidence.
The goal is an evidence trail that helps a reader evaluate the product carefully.