Built for active Futures Traders

This service is built for active futures traders who already have a strategy in place and want to validate it before scaling up. Whether you trade NQ, ES, CL, GC, or micros, our process helps you see if your system truly holds up under real market conditions. If you’re still learning the basics of trading, this service may not be the best fit yet but if you’re ready to put your rules to the test, you’ll get massive value.

You’ll receive a backtest of one FUTURES strategy on one timeframe, a detailed CSV and PDF report showing all key metrics, and three one-on-one coaching calls to review results, answer questions, and help refine your system.

After purchase, you’ll receive instructions on how to submit your trade idea (entry/exit rules, timeframe, and market). You can provide this in a simple form or via a short document.

No, and that’s the point. Backtesting helps you discover whether your idea is strong, needs refinement, or isn’t viable before risking real money. We don’t provide financial advice or profit guarantees, this is for educational purposes only.

You’ll receive detailed stats including win rate, profit factor, expectancy, drawdown analysis, Sharpe/Sortino ratios, and more, depending on the system type. Reports are provided in CSV (google sheets) + PDF format.

This package covers one strategy on one timeframe. If you’d like additional systems or multiple markets/timeframes tested, you can purchase the Strategy Lab MAX package.

Each of your three calls is tailored to you. We’ll:

Discuss your initial trade idea-

• Walk through your backtest results,

• Explain key performance metrics,

• Discuss strengths and weaknesses of your system.

• Explore next steps (refinement, scaling, or new testing ideas).

Typical turnaround time is 7–14 business days after you submit your strategy details. We’ll notify you once your report is ready and schedule your coaching calls.

No. Hawai‘i Trading Academy provides education and testing services only. All results are for informational purposes, and we are not responsible for trading losses. Past performance is not indicative of future results.

Backtesting is one of the most important tools a trader can use but it’s not perfect. To keep expectations clear, here’s what backtesting cannot do:

1. Historical Dependence
Backtests use past data only. Market conditions change, so past success doesn’t guarantee future results.

2. Overfitting Risk
Strategies that look perfect in hindsight may collapse in live trading if they were curve-fitted to noise.

3. Survivorship Bias
If the dataset excludes delisted or failed instruments, results may appear better than reality.

4. Execution Assumptions
Backtests assume perfect fills at exact prices. In live markets, slippage, spreads, and partial fills are common.

5. Event Blind Spots
Backtests cannot model unexpected events like Fed announcements, earnings releases, or black swan shocks.

6. Liquidity Limits
Backtests often assume unlimited liquidity. In volatile conditions, real fills may not match tested prices or sizes.

7. Transaction Costs
Even when modeled, commissions and slippage may not perfectly reflect your broker’s actual costs.

8. Data Quality Issues
Poor or incomplete historical data especially intraday or tick data can distort results.

9. Trader Psychology
Backtests don’t capture discipline, hesitation, or emotion factors that often determine real-world success.