Glimpsing the Future of Investment Strategies in 2026: GC's Backtest Feature

Backtesting is not just a reproduction of past data. GC's backtest feature uses the same code path as actual trading, simulating every process from market regime assessment to signal validation and position sizing. This process clearly shows investors how a strategy has performed over the past N years and contributes to enhancing the strategy's reliability.

Validating Strategies in Real-Time

On the backtest screen provided by the GC platform, users can freely set their desired period, universe, and strategy options. For example, users can test a strategy for a specific asset class and immediately check data such as account returns, maximum drawdown (MDD), Sharpe ratio, and number of trades. This information is essential not only for evaluating returns but also for understanding the overall performance of the strategy. GC particularly helps users intuitively understand the performance of the selected strategy by visually representing it.

Past Performance and Future Investment Decisions

However, what is important for investors is the fact that past performance does not guarantee future returns. GC's backtest does not perfectly account for slippage, fees, market impact, and therefore requires a cautious approach. To address this, GC has introduced walk-forward validation and turnover penalties to further enhance the reliability of the strategy. These procedures are crucial in reducing the risk of strategies that fit well only in the past (overfitting). GC validates strategies under conditions similar to actual market environments, providing investors with more reliable results.

The Quality of Judgments Linked to GC's Principles

GC operates on the principle of not hiding the basis for judgments. Through features like backtesting, it provides users with trustworthy data, helping investors make decisions based on reason rather than emotion. GC serves as a tool that supports investors' judgments, creating an environment where users can make their own decisions. For example, through GC's backtest feature, users can experiment with various scenarios and compare the results of each scenario to make more informed decisions.

Investing is not just about numbers and past data. Experiment with various strategies using GC's backtest feature. You can experience it firsthand in the GC Investor Challenge starting October 1, 2026. The most important factor in investment decisions is your own judgment.