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Module 02 · Workflow

How to use the engine like a filter instead of a marketing tool

The fastest path to better deployment is learning to reject more strategies earlier.

Step 01
Lock the strategy before the run

Freeze the logic and capital assumptions before you inspect performance so the test reflects the original thesis instead of a moving target.

Step 02
Run broad enough scenarios

Test multiple periods, symbols, and market states to see whether the system's behavior survives outside the one obvious window.

Step 03
Review stress, not just summary stats

Drawdown duration, loss clustering, and recovery quality usually matter more operationally than the headline return number.

Step 04
Decide pass, revise, or kill

A clean workflow ends with an explicit decision. Strategies that stay forever in maybe-mode consume time and add noise to the desk.

In this lesson
  • Lock the strategy before the run
  • Run broad enough scenarios
Try it — do costs eat the edge?

A backtest that ignores costs lies. Each round-trip pays commission and slippage. See how a thin gross edge survives — or doesn't — once real costs are modelled.

Gross return
—
Net return
—
Cost drag
—
Backtesting trap to avoid

Do not tune until the bad period disappears.

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