Backtest audited trading signal performance from 2016 to present. See what your capital would have grown to using real, independently verified signals from a World Trading Championship competitor.
| Year | Return | Trades | Win Rate | Max DD | Sharpe |
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The signal provider industry has a transparency problem. Most providers show cherry-picked results, hypothetical backtests, or screenshots of winning trades while quietly deleting the losers. This makes it nearly impossible for traders to evaluate whether a signal service is genuinely profitable or simply good at marketing.
The Signal ROI Simulator solves this by letting you backtest against independently audited historical performance data. Every signal, every win, every loss, and every drawdown from 2016 to present is included. Nothing is hidden, nothing is hypothetical, and the data comes from a verified World Trading Championship competitor whose returns have been audited by a third-party verification service.
Standard backtesting tools let you test a strategy against historical price data. This tool is fundamentally different: it simulates what would have happened if you followed actual, real-time signals that were issued to subscribers. The signals were not generated after the fact or optimized with hindsight. They were live calls made in real market conditions, with real money on the line.
This distinction matters enormously. A strategy that looks profitable in hindsight may fail in live trading due to execution delays, emotional decision-making, and market impact. The signal data in this simulator has already passed the hardest test: it was traded live, with real capital, under competitive conditions.
The simulator outputs several professional-grade metrics that institutional traders use to evaluate performance:
One of the most common mistakes in backtesting is curve-fitting: optimizing a strategy so heavily on historical data that it performs perfectly in the past but fails in the future. The more parameters you optimize, the more likely you are to find a configuration that fits noise rather than signal.
This simulator avoids that problem entirely because it does not optimize anything. It replays the exact signals that were issued in real time, with your chosen risk parameters applied consistently. The only variables you control are your starting capital, risk per trade, and whether to compound returns. There is no parameter mining, no lookback optimization, and no survivorship bias.
Start by running the simulation with default settings: $10,000 starting capital, 1% risk per trade, compound returns, all markets. This gives you the baseline performance. Then experiment with different scenarios:
The goal is not to find the settings that produce the highest return. The goal is to understand the risk-reward profile across different conditions, so you can make an informed decision about whether to subscribe.
The simulator uses audited historical signal performance from 2016 to present. The data is from a verified World Trading Championship competitor whose performance has been independently audited. All signals, including losing ones, are included for full transparency.
The simulator models returns using actual historical signal outcomes. It applies your chosen risk percentage and compounding setting consistently. Real-world results may differ due to execution timing, slippage, and individual market conditions.
Compound returns reinvest profits, so position sizes grow as your account grows. Simple returns keep position sizes based on your starting capital. Compounding produces higher returns over time but also amplifies drawdowns.
The Sharpe ratio measures risk-adjusted returns. It divides average excess return by the volatility of returns. Above 1.0 is good, above 2.0 is excellent. It helps compare strategies with different risk profiles.
Maximum drawdown is the largest peak-to-trough decline in your equity. It shows the worst-case scenario. A strategy with lower drawdown is more comfortable to follow, even if absolute returns are somewhat lower.
Yes. You can select individual asset classes (Forex, Crypto, Futures, Indices, Equities, Polymarket) or run all markets combined. Each market has distinct performance characteristics and risk profiles.
The standard recommendation is 1% risk per trade. Higher risk amplifies both gains and losses. Try running the simulator at 0.5%, 1%, and 2% to see how risk percentage affects returns and drawdown.
Most providers show hypothetical or cherry-picked results. This simulator uses independently audited data from a World Trading Championship competitor. Every win and every loss is included, spanning nearly a decade of live trading.
No. Past performance is never a guarantee of future results. This simulator is an educational tool. Market conditions change, and future signal performance may differ from historical performance.
Profit factor is gross profits divided by gross losses. Above 1.0 means profitable, above 1.5 is good, above 2.0 is very good, and above 3.0 is exceptional. It gives a quick sense of the strategy's edge.
