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A strategy's edge reviewed on eight criteria, from plausibility and overfitting to costs and decay, each out of 12.5 and adding to 100.
Out of 100
| Share of maximum | Comment | ||
|---|---|---|---|
| Edge plausibility | 6.2 / 12.5 | No edge description provided; cannot assess plausibility. | |
| Overfitting risk | 0.0 / 12.5 | No trades; cannot assess. | |
| Sample adequacy | 1.0 / 12.5 | 0 trades: far too few for any statistical confidence. | |
| Robustness | 5.0 / 12.5 | Robustness not tested. Consider parameter sweep. | |
| Transaction costs | 2.0 / 12.5 | Avg trade 0% likely consumed by transaction costs. | |
| Capacity | 6.2 / 12.5 | Capacity unknown. Assess target universe liquidity. | |
| Decay risk | 6.2 / 12.5 | Edge type unknown. Assess if edge source is durable. | |
| Risk management | 11.0 / 12.5 | Max DD 0%: excellent risk control. |