Strategy architecture
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| Layer | Definition |
|---|---|
| Universe | Pairs/suffixes and exclusions |
| Regime | Trend/range/volatility classifier |
| Signal | Entry and invalidation |
| Portfolio | USD/correlation exposure cap |
| Execution | Spread/slippage/session gate |
| Capital | Deposit, pause and withdrawal policy |
Validation protocol
- Freeze hypotheses.
- Clean bid/ask data.
- Use out-of-sample and walk-forward windows.
- Stress parameters/costs.
- Forward-test demo.
- Compare small-live fills.
- Pause at predefined drift/drawdown.
Portfolio risk
| Issue | Control |
|---|---|
| Several USD pairs | Aggregate USD exposure |
| Gold + USD trade | Scenario stress |
| News cluster | Event/HMR filter |
| Same strategy variants | Shared drawdown cap |
| Multiple accounts | Consolidated equity view |
Capital flow rules
Never deposit to avoid closing an invalid trade or withdraw so much that the strategy’s tested margin buffer disappears. Record conversion and payment costs in performance attribution.
Review metrics
Expectancy, maximum drawdown, worst regime, turnover, cost share, slippage, missed/duplicate orders and rule adherence. Gross return alone is insufficient.
Official cost source
Spread behavior · HMR
Frequently asked questions
What makes a strategy advanced?
Explicit regime, portfolio, execution and failure controls.
Are more indicators better?
No. Each input must add robust out-of-sample value.
Should I deposit after a drawdown?
Only under a prewritten capital plan, never to rescue invalid exposure.
What invalidates deployment?
Cost sensitivity, unstable parameters, excessive drawdown or operational failures.