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It seems to me like historic backtesting is the best of bad options out there for me to test my systematic strategies - even ones that are more macro-level trend spotting. I can't test enough scenarios since history is constrained by types of events that have occurred. I want to be robust in my testing and test all possible scenarios that might happen.

Wondering if anyone else feels the same way and whether there are any tools out there or whether I'd have to build my own (ex. Agent-Based Simulations).

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Highly speculative and would require a decent degree of domain knowledge, but I would guess that two or more adversarial agents competing against one another in a properly-configured financial context would converge towards a Nash equilibrium relatively quickly.

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