OBC Core Multi Asset Futures Portfolio

How OBC Core was built and validated

Every strategy in this portfolio went through the same six-stage process before any live capital was committed. Each stage filters out fragile strategies. The process is repeatable — that's what we teach.

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1. 01
   Strategy discovery

   Each candidate begins with a testable hypothesis grounded in market structure — not a chart pattern someone noticed last week.

2. 02
   Realistic backtesting

   Run on years of historical data with slippage, commission, and exchange fees modeled. A backtest that ignores execution costs is fiction.

3. 03
   Parameter sweep

   Test the strategy across a grid of parameter combinations to confirm the edge is robust — not the result of one lucky setting.

4. 04
   Walk-forward validation

   Train on one window of history, test on the next. Repeat across years. A strategy that only works in-sample doesn't work.

5. 05
   Monte Carlo & permutation testing

   Resample thousands of times to confirm the edge isn't an artifact of the specific historical sequence. Test against random entries to verify statistical significance.

6. 06
   Forward test & live deployment

   Run on a paper account before committing real capital. Only strategies that survive every prior stage ever reach a funded account.