Futures · Building a futures strategy · lesson 8 of 9 · 6 min read · David Alexander
Backtesting the machine, honestly
the futures test checklist
The module's audits as one pass: the contract clause frozen and executed - rolls at policy, fills on the grid, sessions scoped - the bill charged at frequency, the path output delivered, clusters and regimes counted, and the inherited restraint disciplines. Equity tests failed by constructing kind worlds; futures tests fail by abstracting the machine away - and every abstraction flatters.
This lesson is part of the advanced modules.
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