Slippage in your backtests: how much do you assume?

Backtests fill every order at the exact price; reality doesn't. Adding a realistic slippage and spread assumption can turn a profitable backtest negative overnight — especially for news and open-of-session strategies.

What do you assume?

• the slippage you model, and how you chose it
• how it changed your results
• the strategy class where slippage matters most

The bid, ask and slippage guide explains where the fills actually happen.