Market data
Historical candles and funding may contain gaps or source differences.
Data, next-bar order, intrabar stop/take, fees, slippage, funding and unmodelled effects remain beside every outcome.
Challenge the candidate before risk
The page follows the same order as the application: declare the question, inspect the run, then state what the data cannot prove.
Historical candles and funding may contain gaps or source differences.
Signals and intrabar exits follow an explicit sequence.
Fees and slippage are model parameters, not guaranteed live prices.
Queue position, impact, partial fills and outages require forward testing.
Historical candles and funding may contain gaps or source differences.
Signals and intrabar exits follow an explicit sequence.
Fees and slippage are model parameters, not guaranteed live prices.
Queue position, impact, partial fills and outages require forward testing.
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
Validation verdict
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.