We don't share theoretical projections. Every metric on this page comes from the same backtesting engine the live bots run on - the same code, the same data, the same parameters.
Not all backtests are equal. Ours are run with strict rules to prevent the most common forms of overfitting and look-ahead bias.
Daily open/high/low/close fetched via MarketStack API. No synthetic data, no adjusted-price corrections that add look-ahead bias.
Each parameter set is tested against the full 5-year dataset - not cherry-picked date ranges. The result is the average, not the best-case year.
Every dimension is varied systematically: 384 combinations for Turtle, 528 for ATSB. The winner is the one that survives across the full sample.
These figures represent the winning parameter set across each bot's full test period. Live bot runs use these exact parameters.
Both figures are backtested, not a live track record. Each is the best-performing configuration out of a full parameter sweep of 384 combinations for AlphaTrading, 528 for ATSB, measured over roughly five years (~1,260 trading days) on the universe each bot trades today.
Because the configuration was chosen after seeing those results, the returns are in-sample and should be read as an upper bound. Live performance is normally lower. The drawdowns above are the real reason we publish them: a 37.5% peak-to-trough decline is a normal part of trend following, and anyone who would abandon the system there should not subscribe to it.
AlphaTrading's average is carried by a single ticker that returned +1,046%; its weakest lost 34%. ATSB's five tickers were all profitable, with a profit factor of 1.80, meaning $1.80 earned for every $1.00 lost. We are working through out-of-sample validation and will publish those results alongside these when they are ready.
These are the ranges we searched. The winning values are highlighted - they're the ones used in the live bots today.
Everything on this page is simulated historical performance - not live trading results. Backtests assume perfect execution at closing prices, no slippage, and no market impact. In real trading, all three affect returns.
The purpose of this data is to show you the research methodology, not to promise returns. Sheylar Global runs these bots because the evidence supports it - not because any result is guaranteed.
For a full explanation of the risks involved in following these bots, read the Risk & Transparency page before subscribing.
Both simulators are free. You can test every parameter combination - the same ones we ran - and see exactly how the strategy behaves on any instrument.