What the score means
The score runs from 0 to 10. It reflects how well an idea holds up across all the checks, not just whether one backtest made money. A higher score means the idea survived more of the tests described below.
It is not a forecast. A score of 9 does not mean the idea will make money, and a low score does not mean it never could. It tells you how much trust the evidence deserves.
From discovery to production
Bring your own AI to discover and test a trading strategy. Aim for a final score of 7 or higher with complete required checks and at least one trade entry in every eligible calendar week: that makes a strategy a candidate for production review. The score alone does not approve it for trading.
The planned next step is deployment through this interface, after holdout validation, forward testing and your approval. Deployment is not enabled yet; the current workspace cannot place orders.
The twelve validation screens
Each node has a report with twelve screens. Every screen looks at the idea from a different angle.
- 01
Scorecard
The summary: the score, the verdict, net profit, drawdown and the key checks in one place.
- 02
Equity and drawdown
Net profit after costs over time, and the deepest drawdowns with how long each took to recover.
- 03
Period consistency
Profit by month, week and year, so one lucky stretch cannot hide a weak idea.
- 04
Trade distribution
How often the idea trades, how big the winners and losers are, whether the win rate beats the break-even for that win-loss ratio, and how trades end: at the target, at the stop or on time.
- 05
Cost stress
The same idea with worse fees and slippage. Thin edges disappear here.
- 06
Monte Carlo
History is resampled many times, in blocks of trading days, to show how bad luck could have looked.
- 07
Parameter stability
Neighbouring settings are tested too. An idea that works at one exact setting only is fragile.
- 08
Walk-forward
The idea is tuned on one slice of history and judged on the next one, again and again.
- 09
Overfitting (PBO)
The probability of backtest overfitting: how likely it is that the best setting from testing was just the luckiest one.
- 10
Lookahead
Proof that every decision used only data that existed at that moment.
- 11
Recent trades
The latest trades with entry and exit times, profit in dollars and the move in ticks from entry.
- 12
Specification
The idea in plain words, its rules, how it was chosen and a record of the run.
Passed, Weak, Failed and N/A
Each scored screen ends in a badge, so you can scan a report in seconds.
- Passed
The check met its bar.
- Weak
The result is borderline. It is not a failure, but there is little margin.
- Failed
The check did not meet its bar.
- N/A
The check does not apply or did not run, for example when an earlier step already made the run invalid.
Key checks and trade frequency cap the score
Some checks are key checks. If one of them fails, the score is capped, however good the other screens look. An idea capped by a failed key check cannot become a Lead or Validated.
A strategy with any eligible week without a trade entry, or without verified weekly frequency, can score at most 6.9. A high average cannot hide empty weeks. Trading less often also lowers the highest score a strategy can reach: one trade a day can reach about 8.4, a score of 9 or more takes about two a day, and a strategy that trades once a year stays near the bottom. The scorecard tells you when a cap was applied and why. Key checks are the main protection against ideas that look great but only because of luck or lookahead.
The three verdicts
The score and the checks together decide one of three verdicts.
- Lead
The idea passed the key checks and the score is promising. It is a good base for the next idea. It is not proof.
- Validated
The strongest verdict. The idea passed the key checks and held up on data it was not tuned on. It is still a backtest, not a promise.
- Rejected
The idea failed a key check or scored too low. It stays on your tree so neither you nor the AI repeat it.
What scoring does not do
- It does not predict future results. All numbers come from simulated trades on past data.
- It does not remove the need to look at the idea yourself. Read the specification and the recent trades.
- It counts every attempt. Runs that failed or crashed still count as trials, so trying many ideas cannot hide behind one good result.
Want the details of the future-data tests? Read how we check for lookahead. To run the same checks on any backtest, use the validation checklist, with a formula for each one.