# Backtesting Configurations

{% hint style="warning" %}
Strategy search and the weekly batch database support AlgoAlpha SSA, ILPAC, and MC (Momentum Concepts) signals.
{% endhint %}

#### Coverage (instruments and time)

| Setting                          | Value                                                                                                                                                                     |
| -------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| **Asset universe**               | **85** liquid symbols across **stocks, ETFs, crypto, forex, commodities, and futures** (exact list evolves with the platform)                                             |
| **Bar timeframes**               | **5m**, **15m**, **1h**                                                                                                                                                   |
| **Indicators (search universe)** | **SSA**, **ILPAC**, and **MC** — all three of AlgoAlpha's premium signal products are searchable.                                                                         |
| **Strategy shape (search)**      | **1 trigger** plus **0–2 state filters/states**; each combo is tested in **long**, **short**, and relevant **both** directions where applicable. See Signal combinations. |

#### History length and data window

| Setting           | Value                                                                                     |
| ----------------- | ----------------------------------------------------------------------------------------- |
| **Bars per test** | **20,000** bars of OHLCV history on the chosen timeframe for each pre-computed result     |
| **End of window** | Aligns with the **most recent** data available when that result was produced or refreshed |

So a "20,000 bar" test on **1h** covers a longer wall-clock span than on **5m**, but the **number of bars** is the same.

#### Costs and capital (standardized)

| Setting                          | Value                                                                                                         |
| -------------------------------- | ------------------------------------------------------------------------------------------------------------- |
| **Commission**                   | **0.1% of trade value per fill**, applied on **entries and exits**                                            |
| **Starting capital (reference)** | **$100,000** notional account for the standardized metrics you see in search and in typical dashboard reports |

Slippage and margin are **not** simulated for simplicity

#### How metrics are scaled

**Sharpe ratio** and similar risk metrics use **timeframe-appropriate annualization** (shorter bars imply more periods per trading year). You do not need the exact factors to interpret results—only that **5m, 15m, and 1h** numbers are scaled consistently within each timeframe.

Search results come from a **batch refresh** of the strategy database:

* **Cadence:** **Weekly** full refresh so rankings track updated history.
* **Typical schedule:** Operations often target **Monday 00:00 UTC** for the pipeline run; the exact window can move for maintenance or holidays.
* **Effect for you:** Metrics and rankings for searchable strategies can **change week to week** as new data is ingested. A strategy that ranked first last week is not guaranteed to rank the same after the next refresh.

Between refreshes, results are **stable** for that build of the database.

Strategies you've starred in chat are re-checked against each weekly rebuild — see [Saved Strategies](/algoalpha-user-manual/atlas-ai-backtesting-agent/saved-strategies.md) for how the Current / Deprecated status is decided.

#### Execution model (plain language)

For the **pre-computed** library, each tested strategy follows a **simple position model**: at most **one direction at a time**, entries and exits driven by the trigger and state rules for that combo, evaluated on the same **close-based** bar sequence used for all peers. That keeps thousands of results **mutually comparable**.

The entry/exit conditions for all strategies are **mirrored** for the opposite direction.

#### Asset List

**Cryptocurrencies**

BTCUSDT, ETHUSDT, BNBUSDT

**Stocks (NYSE)**

BABA, BA, BAC, C, CVX, DIS, GE, GM, GME, GS, HD, IBM, JNJ, JPM, KO, LMT, MA, MCD, MMM, MRK, NKE, ORCL, PFE, PG, SNOW, T, UBER, UNH, UPS, V, VZ, WMT, XOM

**ETFs (AMEX / ARCA)**

ARKK, DIA, EEM, EFA, GDX, GDXJ, GLD, HYG, IWM, QQQ, SLV, SPY, TLT, USO, VTI, XLE, XLF, XLK, XLV

**Forex**

AUDJPY, AUDUSD, EURAUD, EURGBP, EURUSD, EURJPY, GBPAUD, GBPJPY, GBPUSD, NZDUSD, USDCAD, USDCHF, USDJPY

**Commodities**

XAUUSD, XAGUSD, UKOIL

**Futures**

NQ, ES, RTY, YM, ZC, ZW, ZS, GC, SI, CL, NG, PL, 6E, 6J

***

### What changed

**File:** `atlas-ai-backtesting-agent/backtesting-configurations.md`

* **Indicator coverage updated to include MC.** The original page said "Strategy search and the weekly batch database currently support AlgoAlpha SSA and AlgoAlpha ILPAC signals." This was incorrect — **MC (Momentum Concepts)** is also supported. The warning callout at the top of the page and the **Indicators (search universe)** row in the coverage table have both been updated to list SSA, ILPAC, and MC.
* See the Signal and Conditions Reference for the full list of MC triggers and states that can appear in Atlas-generated strategies.


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