Live Webinar
Free
Beginner → Intermediate
How to Use Backtesting: to Evaluate Your Investment Strategy & Mutual Funds
Learn how to evaluate strategies and funds objectively with rolling returns, drawdowns, and risk-adjusted metrics.
Date: Sat, 8 Nov 2025 · Time: 6:30–8:00 PM IST · Mode: Zoom
Rolling Returns
1–10 year windows vs NIFTY
Max Drawdown
Pain periods & recovery
Reliability Score
Consistency across regimes
Omega Ratio
Downside-aware return profile
Agenda
1. Why Backtesting Matters
- Subjective investing → inconsistent outcomes
- Same backtesting framework → fair comparison
- Build conviction through data, not opinions
2. What Backtesting Really Does
- Define rules, universes, data windows
- Avoid lookahead & survivorship bias
- Compare strategies & funds fairly
3. Understanding Rolling Returns
- Rolling returns reveal ranges, probabilities
- Prob. of positive / >15% returns over horizons
- Investing is experience through time
4. Interpreting Results Objectively
- Return metrics: mean, median, rolling ranges
- Risk metrics: volatility, downside, drawdown
- Risk-adjusted: Sharpe, Sortino, Omega
5. Applying It to Real Decisions
- Evaluate funds/strategies using rolling returns
- Identify stable performers long-term
- Integrate insights into investment decisions
6. Takeaways & Next Steps
- Rolling-return-based backtesting = fairest test
- Practical templates & tools
- Intro to Rules That Work & Playbook series
Speakers
Kislay Upadhyay
Founder & CEO, FidelFolio
Leads quant research (MAGIC & ML Market Model), advocates transparent, rules-based long-term investing.
Reserve your seat
Free registration. You’ll receive the Zoom link by email.