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Notes from the strategy factory
Your Backtest Spent the Same Cash Twice: A Guide to Portfolio Accounting
A position can be profitable on paper and still leave your next order unfundable. Three common accounting shortcuts explain how backtests quietly spend the same cash twice.
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Your Paper Strategy Restarted With a Different Position: A Letter About State Recovery
You restarted the process, but did it restart the strategy? Here’s how to find out whether its memory of positions, pending orders, and signals matches the paper account.
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Restart your strategy halfway through the backtest. Does it remember what it owns?
A strategy can survive every market in your dataset and still break when its process restarts. Stop the replay halfway through and find out what it forgot.
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Why Does My Backtest Trade More Often Than My Paper Strategy?
A signal can say “buy” once while the order system tries three times and fills twice. Here’s how to model the gap between a backtest’s trades and a paper account’s order history.
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Your Backtest Has a Clock Problem, Even When Every Timestamp Is Right
A quote and a signal can share a timestamp while arriving in different orders. That tiny ambiguity can decide whether your strategy traded at all.
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