Strategy Research and Backtest Masterclass

Research Questions Before Test Runs

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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.