WHAT THE CONCEPT COULD INCLUDE
- Translate a user-supplied hypothesis into explicit entry and exit rules
- Outline a reproducible historical test with costs, slippage, and out-of-sample checks
- Review code and test plans for common errors such as look-ahead bias and overfitting
- Prepare a paper-trading and risk-control checklist before any deployment decision
Test the idea before risking capital
This concept would help a technically minded user state a strategy in rules they can inspect and test. It would emphasize the limits of historical results and the need to account for trading costs, slippage, data quality, and changing market conditions.
What could be included
- A strategy hypothesis written as unambiguous entry, exit, and sizing rules
- A backtest outline with fees, slippage, data splits, and benchmark comparisons
- A review checklist for look-ahead bias, overfitting, and survivorship bias
- A staged paper-trading checklist with risk limits and stop conditions
The concept would be for education and analysis. It would not recommend securities, provide live buy or sell signals, connect to a broker, execute orders, or claim that backtests predict future results.