Backtesting in 2025: How Realistic Is Historical Data for Today’s Algo Trades?

The market structures in 2025 based on a new set of regulations, assets and trading venues is creating a conflicting ecosystem with the traditional approach in sharing data for algo trading. Overestimates of returns of 20% or more may result from using antiquated data. Traders should change the scenario of their backtests according to changes in the rules themselves (say margin requirements), and just add in an asset class that is growing like tokenized securities. For example, synthetic data can be used to model future volatility or protocols. Things like these are provided by platforms like Elitealgo to include all of them so that your backtests perform considering the current market situations. This method generates tactics that work consistently in live trading, preventing the trap of overfitted history.
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