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Recipe - Strict Validation

hypertrial/stacksats

Recipe: Strict Validation¶

Goal¶

Run strict validation and diagnose failures quickly.

Command¶

stacksats strategy validate \
  --strategy my_strategy.py:MyStrategy \
  --start-date 2020-01-01 \
  --end-date 2025-01-01 \
  --strict \
  --min-win-rate 50.0

Expected output¶

A summary line similar to:

Validation PASSED | Forward Leakage: True | Weight Constraints: True | Win Rate: 62.40% (>=50.00%: True)

If it fails¶

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