systematic-trading-review

Engineering review of algorithmic trading strategies, covering the user's risk mandate, volatility-scaled stops, stop-derived position sizing, honest backtesting, execution planning, a human-confirmed go-live gate, diagnosis of live-versus-tested divergence, and a quarterly research refresh. Use when the user wants to build or change a trading strategy, review risk or sizing logic, validate a backtest, or investigate why live results missed the tested ones. Not for placing or managing live orders, connecting to a broker, handling credentials, or giving investment advice.

Version

v1.0.0

Size

15 KB

Updated

2026-10-11

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