Process

From subscription to delivered report.

1. Subscribe via Stripe

Pick a tier that matches how many backtests you expect to need each month. Payment is handled end-to-end by Stripe; your card is billed monthly, and you manage everything (upgrade, downgrade, cancel, update card) through the Stripe customer portal — a link to which is included in your subscription confirmation email.

The first ten subscribers lock in promotional pricing for the lifetime of their subscription, which is approximately 40% below standard pricing. After the first ten, standard pricing applies to all new subscribers.

2. Submit your strategy brief

On your first request, you'll receive a structured brief template by email. It has four required fields — underlying, structure, entry signal, exit rules — and a series of optional fields with sensible defaults. Most strategies can be specified in 5-10 minutes.

The four required fields exist because they are where most retail backtests go wrong: an ambiguous entry signal or an under-specified exit rule produces results that are technically "correct" but practically meaningless. Pinning these down at the brief stage prevents that.

3. Receipt confirmation within 24 hours

Once we receive your brief, we respond within 24 hours — either confirming that work has started, or sending clarification questions if anything in the brief is ambiguous. The five-day turnaround clock starts from the moment we have a complete, unambiguous brief.

4. Backtest production

We run your strategy on our proprietary historical options database, applying the methodology stack you can see in our sample report: explicit fill assumptions, look-ahead-bias-safe execution, liquidity filters, sensitivity testing across the parameters that matter, and a regime breakdown to surface volatility-dependence.

5. Report delivery

You receive the report as a PDF, attached to an email from backtests@r-p-consulting.be. A typical report is 8-12 pages. We also acknowledge in the email how many credits you have remaining for the current month.

Every report ends with a section titled "What this backtest can — and cannot — tell you," which is, in our view, the most important page. It says explicitly what statistical inferences the data supports, what it does not, and what follow-up tests would be most valuable if the finding interests you.

6. Iteration

Most subscribers find that one report leads naturally to two or three follow-up questions — "what if we add a VIX filter?", "does this generalise to QQQ?", "what changes at 30Δ instead of 20Δ?". Each follow-up is a separate report. This is the value of the multi-report tiers: the most useful research is iterative, not one-shot.


What we don't do

  • No trade recommendations or signals. This is research, not a trade alert service. We don't tell you when to enter or exit anything.
  • No portfolio management. We don't handle your capital, your positions, or your sizing decisions.
  • No assets outside US-listed equity options. European-style index options, futures options, single-stock options on illiquid names, and crypto derivatives are out of scope.
  • No walk-forward optimisation or machine-learning model development. These are available as custom engagements outside the subscription model — contact us directly.

Confidentiality

The strategies you submit are treated as strictly confidential. We do not share them with third parties, we do not trade them for our own account, and we do not include them in showcase reports or marketing materials without your explicit written consent. The full confidentiality clause is in our Terms of Service.

View pricing See the sample report