Strategy Research and Backtest Masterclass
Research Questions Before Test Runs
Lesson video coming soon
Use the written notes below to continue learning.
Objective
Define what the test is trying to prove before results influence the decision.
Operator Framework
- Write the strategy behavior you expect to improve.
- Choose one setting group to test at a time.
- Define the metric that would prove improvement.
- Define the risk metric that would invalidate the change.
Production Checklist
- Baseline profile is saved.
- Test window is selected before results are known.
- The hypothesis is specific enough to fail.
- Success and failure criteria are written in advance.
Field Assignment
Write three research questions for cooldown, take-profit, and stop-loss settings, each with a measurable success metric.