From raw data to
educational insight
Every report published on Trading.hk follows a rigorous, transparent, and repeatable methodology. Here's how we turn market hypotheses into research you can learn from.
Research & Hypothesis
Every report begins with a question. "Does the moving average crossover strategy still work on HSI stocks?" or "How does momentum perform during high-volatility regimes?"
We review academic papers, financial literature, and market observations to identify strategies and patterns worth investigating through rigorous backtesting.
"Does the RSI(14) mean-reversion strategy outperform buy-and-hold on HKEX large-caps over the past 10 years?"
"How does a dual moving average crossover (50/200) perform across different market regimes in Asian equities?"
"Does the Bollinger Band breakout strategy show edge in commodity futures?"
Strategy Design
We define every parameter precisely — entry and exit rules, position sizing, stop losses, and the universe of assets to test against.
Transparency is key: every decision is documented so readers can understand why each parameter was chosen and how it affects results.
Historical Backtesting
The strategy is executed against years of historical data. We simulate every trade as if it happened in real-time — no look-ahead bias, no survivorship bias.
The engine accounts for transaction costs, slippage, and realistic execution constraints. Results are stress-tested across different market conditions.
Sample data for illustration purposes only.
Report & Publish
Results are compiled into a structured, educational report. Every metric is explained in context — what it means, why it matters, and what it tells you about the strategy's behavior.
The same report is published to all subscribers. No personalized advice, no stock-specific recommendations — just transparent, educational research.
Ready to explore?
Browse our library of educational backtest reports and start learning from historical data.