Template: one-page systematic strategy research specification

Use a one-page specification before coding: hypothesis; market/universe; timeframe; signal; entry/exit; sizing; risk controls; data source; timestamp rules; costs; validation method; failure conditions; and success metrics.

This makes it easier to spot vague ideas and prevents changing rules after seeing a result. It also separates research quality from whether a particular strategy happens to perform well historically.

What section would you add to a strategy specification before research begins?

Love this. Half-baked trading strategies die because they're in notebooks, not specs. Going to use this for my crypto screening backtests. Any chance you can share a filled-out example? Would help to see how you fill out edge cases and risk parameters.

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Love this. Half-baked trading strategies die because they're in notebooks, not specs. Going to use this for my crypto screening backtests. Any chance you can share a filled-out example? Would help to see how you handle edge cases, stop-loss rules, and position sizing.

One addition I'd suggest: a 'known limitations' section. Every strategy breaks somewhere.

Great template. Half-baked strategies die because they live in notebooks, not specs. Any chance of a filled-out example? Would help to see how you handle edge cases, stop-loss rules, and position sizing.