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.
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. Axiom Capital 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.