RealTest Strategies / Free RealTest Strategy

Free RealTest Strategy

Pullback Detected

Beating SPY

Steady Growth

Low Drawdown Period

Live Market Performing

Premium

Strategy Overview

What You Get

Advanced Backtest Insights

Statistical Edge Verification

Science, governed by mathematics

Quick start guide

From download to first backtest in 1 minutes

Watch setup tutorial (2 min) →

Daily Live Trading

For RealTest automated execution

Total daily time: ~5 minutes

Get OrderClerk automation course →

Strategy Details

Model assumptions

Included in Backtest

Commission

SPY Buy & Hold Benchmark

Does not include any transaction fees, slippage, or management costs.

Portfolio Builder & Simulator

Visualize your diversification edge

Instantly simulate how this strategy improves your existing portfolio. Check correlations, optimize allocations, and verify the smoothed equity curve before you deploy.

Generate Correlation Matrix

Optimize Capital Allocation

Simulate Combined Metrics

Visual Performance Comparison

Open Strategy Combiner →

Pick Your Strategy Below

Demo Strategy

$ 0 one-time

Free RealTest demo mean reversion strategy.

RealTest .rts file
Robustness Verified
Does not include Free RealTest Strategy

RealTest Users' Favorite

Free RealTest Strategy

$ 0 one-time

Full strategy code and rules.

...% Portfolio Growth
In-Sample / Out-of-Sample Validated
Survivor-Bias Free
Outperforms SPY Benchmark
Fully Customizable Source Code
Download Once, Use Forever

Multi-Strategies Bundle

$ 2,700 one-time

Instant diversification. You own our complete suite of uncorrelated, robust strategies.

Mean Reversion Trading Strategy
Low Drawdown Nasdaq Mean Reversion Strategy
ETF Rotate Monthly Rebalance Investing Strategy
Advanced Alpha & Robustness Logic

Easy To Use

Download strategy, open RealTest, click "import" and "test".

Common Questions

What is Free RealTest Strategy?

What software do I need?

RealTest by Martin Parker (MHP Trading). Strategies are delivered as .rts files for direct import. For live execution: OrderClerk + Interactive Brokers.

How was this backtested?

Survivorship-bias-free data from Norgate (January 2000 to present). Walk Forward Analysis for out-of-sample validation. 1000+ Monte Carlo simulations for statistical robustness. No cherry-picked parameters.

Are transaction costs included?

Interactive Brokers tiered commission structure is modeled.

When did live trading start?

See the equity curve for the live trading start date.

What's included in the download?

Full documentation with parameter explanations.

How does it compare to SPY?

The equity curve above plots Free RealTest Strategy against SPY (S&P 500 ETF) from 2000. Key metrics: CAGR, Maximum Drawdown, Sharpe, Sortino.

Can I modify the code?

Complete source code, perpetual license. Modify parameters, adjust position sizing, combine with other systems, or use as a starting point for your own research. No restrictions.

What market data do I need?

Norgate Data (recommended) for survivorship-bias-free US equities. Yahoo Finance works for basic testing but lacks delisted stocks. The backtest results shown here use Norgate Platinum.

Can I automate execution?

RealTest to OrderClerk to Interactive Brokers. Generate signals daily in RealTest, execute automatically via OrderClerk to IBKR. Free setup course available.