PLATFORM / STRATEGY PASSPORT

A strategy is a versioned system, not a return card.

Strategy Passport preserves candidate provenance and continuously connects research, evidence and observed behaviour for one version.

READABLE STRATEGYready to test
DIRECTIONDonchian breakoutANDFILTERADX > 22ANDRISKATR stop
SYSTEM DOMAIN01 / SYSTEM

One strategy object across the entire lifecycle

  1. DISCOVER
  2. OPTIMIZE
  3. VALIDATE
  4. RUN
  5. OBSERVE
01

Version

Rule hash, parameters, data and execution assumptions define a reproducible configuration.

02

Search provenance

Trial history and the selected region explain where the candidate came from.

03

Evidence

Holdout, WFO, DSR, PBO and stress tests form the current verdict.

04

Observed behaviour

Simulation events, fills, limits and reconciliation continue the same record after research.

DECISION FRAMEWORK

Does every stage still describe the same strategy?

Compare the rule version, parameter hash, data window and execution assumptions before interpreting metrics across stages.

01

Freeze a reproducible version

02

Keep provenance beside metrics

03

Advance only after an explicit verdict

OUTPUT

Strategy Passport

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.