APRO (AT) Makes Backtesting Honest
Backtests lie when inputs lie.
If your simulation uses perfect data but production uses delayed data, your edge is imaginary.
One underappreciated feature of APRO’s design is time-based querying. Being able to pull reports by timestamp lets you replay market conditions as they were actually seen on-chain — not as a smoothed average after the fact.
That matters when:
• liquidations cascade
• volatility spikes
• feeds update out of sync
Instead of asking “Should this have worked?”, you can ask “What did my contract really know at that moment?”
That’s the difference between theory and engineering.
APRO doesn’t promise prediction.
It enables inspection.
And in decentralized systems, inspection is power.
