VALIDATE / ASSUMPTIONS

Evidence begins with model boundaries.

Data, next-bar order, intrabar stop/take, fees, slippage, funding and unmodelled effects remain beside every outcome.

Launch research Explore the details ↓

SYSTEM DOMAIN03 / VALIDATE

Challenge the candidate before risk

DISCOVER
OPTIMIZE
VALIDATE
RUN
OBSERVE

Market data

Historical candles and funding may contain gaps or source differences.

Event order

Signals and intrabar exits follow an explicit sequence.

Costs

Fees and slippage are model parameters, not guaranteed live prices.

Outside the model

Queue position, impact, partial fills and outages require forward testing.

DECISION FRAMEWORK

Which independent test could still reject the candidate?

Treat holdout, time stability, multiple-testing correction and stress paths as separate evidence. Agreement matters more than one green metric.

Protect unseen data

Record every trial

Accept FAIL and insufficient data

OUTPUT

Validation verdict

Important

Historical, statistical and model results do not promise future returns. kquant provides computational tools and technical execution, but does not assess whether a specific trade is suitable for a user.