About

Beyond the Market Edge

We are Capo Horn Lab — a quantitative research group that tests trading strategies on historical market data. Our mission: to replace market noise with reproducible evidence.

Most trading strategies fail in the real world. Not because the ideas are bad — but because they have never been tested against actual market data with realistic costs, slippage, and statistical rigour.

We exist to fix that.

Research-Funded Model. Every subscription euro and backtest fee is reinvested into market data, infrastructure, and new publications. We don't take a profit — we expand the research.

Philosophy

Rigour Over Hype

We test ideas against real data and publish what we find — including when it hurts.

A negative result is not a failure. It is a successful falsification. It saves you time, capital, and the cost of learning the hard way.

  • Falsifiable — future data can disprove it
  • Reproducible — methodology is transparent, code is available
  • Net of costs — every result includes commissions and slippage
  • Limitless in its limitations — we name what the test does not cover

We do not sell strategies. We do not sell signals. We do not sell the fantasy of easy returns.

We test. We measure. We publish the truth.

Infrastructure

Data Infrastructure

Parameter Detail
Tick data source Databento MDP3
Depth 5+ years of ES, NQ, CL, 6E tick data
Resolution Tick → 1m / 5m / 15m / 1h / Daily — multi-resolution on every study
Pipeline Python + pandas/polars + Matplotlib/Plotly
Reproducibility All results are scripted, version-controlled, and repeatable
Computing Local high-performance workstations — no cloud latency, full data control

We don't sell strategies. We sell the truth about them.

Have a strategy you want tested?
Read our published research: Read Our Research →