Recipe: Strict Validation

Goal

Run strict validation and diagnose failures quickly.

Command

Use the canonical validate command options as your source of truth:

• Validate Command

Typical strict run:

stacksats strategy validate \
  --strategy my_strategy.py:MyStrategy \
  --start-date 2024-01-01 \
  --end-date 2024-12-31 \
  --strict \
  --min-win-rate 50.0

--strict is shown explicitly here for emphasis. strategy validate already enables strict validation by default.

Expected output

A summary line similar to:

Validation PASSED | No Forward Leakage: True | Weight Constraints: True | Win Rate: 62.40% (>=50.00%: True)

If it fails

1. Check leakage and determinism first.
2. Check weight sum/range constraints next.
3. Then review fold and shuffled-null robustness diagnostics.

Related docs

• Validation Checklist
• Framework Boundary