I backtested the swing strategy I was trading live. It lost 79% over 10 years. So I wrote a free, copy-paste process so you can test yours before risking money.

My ATR + volume swing strategy looked great on a 3-year window (+14%) and my live trades hit \~49% win rate. Then I ran the full 10-year backtest on \~600 SGX stocks with real costs: -78.9%, Sharpe -0.99, win rate 32.9%. The edge never existed.

That experiment turned into a free, open-source blueprint — everything runs locally, no paid tools, no data subscriptions:

\- Download \~10 years of prices for an entire market from Yahoo Finance (free)
\- Screen the whole universe daily in \~2 seconds (trend, momentum, volume, volatility, liquidity filters)
\- Backtest honestly in \~2 minutes: fixed-fraction sizing, position caps, real costs per side
\- Pre-registered rules for changing strategy parameters (no curve-fitting)
\- The four traps that corrupted my early runs: window luck, fake costs, no cash discipline, small samples

It's educational only, not financial advice, and not a signal service — it's a process for testing YOUR rules.

Repo: https://github.com/farathshba/evidence-first-trading-blueprint

What I'd genuinely love help with: walk-forward validation, better per-year stats, plotting an equity curve, support for more markets. If you've got a strategy you've never honestly tested, run it through this and post the verdict.