Data-Quality

The CFTC will publish the Commitments of Traders report twice per week from the end of 2026. The series keeps its name, but the day it describes, the delay before it's public, and the number of rows in a year all change. A backtest built on the weekly report has been testing that structure as well as the rule.

The hidden decisions in your market data can change your signals, your position sizes, and what your backtest appears to prove.

A backtest is only as reliable as the data on which it is built, and the quality of freely available and even commercially distributed historical market data is far worse than most traders realise.