Trading Research Firm
Vanity Analysis
Authentic trading research for every single idea
Will your strategy actually make money?
Analyze and backtest any trading strategy with our powerful tools.
Our powerful tools run your rules bar by bar across decades of measured market behaviour to give a rigorous analysis for any type of trader
Illustrative example — not a Vanity Analysis result
summary · 412 trades over 3.1 years of tick data · avg hold 14m · Sharpe 1.86 · modeled with commission + slippage
Our Powerful Features
Professional trading research tools designed to bring advanced strategy research to every trader.
Extraordinary Precision
Your rules are executed bar by bar against markets generated from each instrument's own measured record, and corresponding simulated markets are generated to measure whether your strategy truly has an edge.
Vanity Research Process
Three steps from a plain-English idea to a detailed strategy research report.
Describe Your Strategy
Explain your trading strategy in plain English. There is no scripting language or coding required — describe your setup, the sequence, and what has to happen before you enter. Risk is configured alongside it: take a fixed risk-to-reward, or define the exit the way you actually trade it, such as a stop under the previous low and a target at the prior day’s high.
Research Process
Your rules are interpreted into structured logic, then executed bar by bar across independently generated markets built from your instrument’s own measured record — its volatility, its regimes, its session behaviour. Every trade carries realistic execution costs, and the strategy is run through many market paths rather than one, so the question answered is whether the edge holds, not whether a single sequence happened to be kind.
Receive Your Research Report
Every completed research includes:
- Executive Assessment
- Performance Overview
- Equity Curve
- Advanced Monte Carlo Analysis
- Risk & Drawdown Analysis
- Trade Distribution
- Performance Calendar
- Market Condition Summary
- Full-Period Path Robustness
- Strengths & Weaknesses
- Failure Scenario Analysis
- Suggested Improvements
- Full Simulated Trade History
- Professional Research Conclusion
Select your research service
Every strategy is executed bar by bar across markets generated from decades of measured market behaviour, and returned as a detailed research report. No subscription — you own the research.
Strategy Analysis
Professional validation for one trading strategy.
For validating a single idea before committing capital.
Futures markets only
NQ & ES
- 1 Strategy Analysis
- Up to 3 years of historical market data
- Detailed Research Report
- Executive Assessment
- Equity Curve
- Monte Carlo Analysis
- Risk Analysis
- Performance Calendar
- Professional PDF Report
- Advanced Monte Carlo Analysis
- Market Condition Summary
- Suggested Improvements
- Failure Scenario Analysis
- Full Simulated Trade History
- Export Full Trade History as CSV
- Expanded Research Report
Research is delivered as a complete research report. Simulated performance is hypothetical and is not indicative of future results.
Questions Customers Ask
No. Describe your setup in plain English — the sequence, the trigger, what confirms the entry — and configure the market, session, timeframe and risk in the form beside it. There is no scripting language, and you never have to repeat in the description something the form already has.
Your instrument's own record is measured first: its return distribution, how fat its tails are, how volatility clusters, how long quiet and violent regimes last and how they hand over to one another, the shape of its bars, its gaps, and how far price typically runs for and against after any bar. Vanity then generates market paths that reproduce those measured properties in sequences that never actually occurred. At daily resolution and above the paths are built from contiguous stretches of the instrument's real bars, re-ordered under a measured model of how regimes follow one another, and drawn from the era surrounding each simulated date — so a simulated 1998 behaves like 1998, not like an average of fifty years.
Because one historical sequence can only tell you what happened, not how much of it was the sequence. A strategy tested once has been tested against a single ordering of events; change the order and a decisive-looking result can turn ordinary. Your rules are run across several independently generated paths covering your full research period, which is what separates a genuine edge from one favourable run. Every report states how many paths it used.
No, and the report says so. The dates and prices in the trade history belong to the generated market, not to the historical record. What is real is the behaviour those markets reproduce — measured from the instrument's actual record — and the execution of your rules against them, bar by bar, with no ability to see the next bar.
Up to 50 years, depending on the instrument. Gold's measured record reaches back to 1975; the index futures span roughly a quarter of a century. Intraday session shape is measured separately across thousands of trading days spanning more than a decade, at every timeframe offered. Each report names the exact window it drew on.
Fair value gaps, inverse FVGs, order blocks, breakers, liquidity sweeps, reclaims, market structure shifts, displacement, opening ranges, session ranges, prior-day and prior-week levels, breakouts, retests, trend continuation and mean reversion are all executed directly against price. Order-flow concepts — delta, cumulative delta, footprint imbalances, absorption, resting liquidity — are recognised and named in your report but not modelled: they need trade-by-trade data this project does not hold, and Vanity tells you rather than approximating them.
No — it is your entry timeframe. Contextual levels are tracked independently of bar size, so "sweep the weekly low, then enter long on a five-minute reclaim" works exactly as written: the weekly level is a weekly level and the entry is evaluated on five-minute bars. Because generated bars carry real clock times, a session filter is a genuine filter rather than a label.
Frequently, and that is the point. The verdict is composed from profitability, risk-adjusted return, result concentration, capital preservation, robustness, consistency, sample depth and rule specification, and most submitted strategies land on "No Reliable Edge". A tool that only ever agrees with you is not research.
Yes, on every trade. Execution cost is charged as a share of the risk taken and floored by the contract's actual spread — so a stop a few ticks from entry pays proportionally far more than a wide one, which is what stops a very tight stop looking free. The cost is scaled by each era's measured conditions and the figure applied is stated in the report.
It refuses before anything is charged, and says which part it could not read — a missing entry condition, or a stop placed against a level it cannot price. Your research credit is not spent. Ambiguity is raised rather than quietly replaced with an assumption, because a report built on a guess is worse than no report.
Futures only: NQ, MNQ, ES, MES, GC (Gold) and CL (Oil). Strategy Analysis covers NQ and ES; Premium Strategy Research covers all six. Forex, equities and crypto are not supported.
No. Vanity Analysis is a research and analysis platform only. It never places trades and never connects to a brokerage account.
Test your edge using professional research.
Describe a strategy, run it against years of tick data, and receive a professional result.