Reality Check
How live fills compare against the backtest: the fill model, slippage bands, and what the deltas between simulated and real execution mean.
Reality Check is available on Overdrive at launch. Overdrive is not yet on sale; this page is an overview of what's coming.
Backtests model execution; live trading is execution. Reality Check closes the loop between the two: it compares live fills against what the backtest's fill model predicted for the same trades, so you can see — with numbers, not vibes — how closely simulated performance tracks reality.
What will live here
An overview-level guide to reading Reality Check: the fill model, slippage bands, and how to interpret the deltas between backtested and live execution. Detailed walkthroughs follow once Overdrive launches.
Until then, Data & Methodology describes how fills and slippage are modeled in the backtests themselves.