Project specifications
- Market
- US30 / NAS100
- TF
- M15
- Platform
- MT5
- Client type
- Team / company
- Delivery window
- 9 weeks
- Stack
- MQL5, analysis scripts, a basket report
- Strategy
- Basket testing + correlation
- Modules
- Weight allocation + exposure control
- Testing
- Three basket weightings
Who this was for
Navid Investment Team
- Role
- Investment team
- City
- Tehran
- Project reference
- TBT-1410-35
The client's idea
Navid Investment Team works US30 / NAS100 on M15; the opening brief was: I have single-symbol results; I want to see how a two-index basket actually behaves.
Initial challenge
The team had tested each index alone; combining them could either worsen drawdown or make it look artificially small.
Solution
A basket backtest with configurable weights, correlation measurement, and drawdown evaluated at basket level rather than per symbol.
Why this design
The headline number in the report is basket-level drawdown: single-symbol figures were misleading. It matches how US30 / NAS100 is actually traded and can be tested against the data already available.
Safeguards and risk control
No parameter was optimized on the whole set: part of the data was held back for out-of-sample testing.
Our next-step proposal
The next step is running the selected build on demo and reviewing weekly deviation from the test.
Portfolio
Measured results
These are the figures the test produced — not a promise about future performance.
- 4 years Test window
- 13.9 % Max drawdown in test
- 2 Symbols covered
- 10 scenarios Scenario test coverage
Portfolio
How the delivery ran
Every project moves through these five phases, with the window for each agreed in the specification.
-
Discovery and problem framing
CompletedReviewing the client's current test method and the quality of the available US30 / NAS100 data.
Day 3–7
-
Written specification
CompletedFixing the assumptions: spread, commission, slippage and the tick model used.
Day 8–19
-
Implementation
CompletedPreparing the test environment, the run scripts and results that can be compared.
Day 20–43
-
Testing and validation
CompletedControlled optimization, out-of-sample testing and forward testing on fresh data.
Day 44–57
-
Handover and support
CompletedA report separating the optimized part from the robust part, plus the remaining risks.
Day 58–61