Strategy Construction

How eligible factors become a public cross-sectional Strategy backtest.

A factor is a ranked signal. A Strategy combines one or more eligible factors with a cross-sectional portfolio configuration and evaluates the combined result after modeled fees and rebalancing.

Eligible Factor Sources

Strategy Building can use:

• Official factors from read-only product inventory;
• Mine factors that belong to your eligible Strategy pool;
• Shared factors admitted to your Strategy pool.

All three use the same selector path when a Strategy is submitted. An external plugin.py is a separate explicit import workflow and is not automatically classified as Mine.

Current Public Configuration

The public Strategy contract supports 1–20 factors and exposes the following configuration boundary:

• Strategy name;
• factor selection or explicit factor weights;
• ranking;
• cross-sectional strategy type;
• start and end dates;
• initial cash;
• maker and taker fee rates;
• rebalance interval;
• attribution request.

If ranking and strategy type are omitted, the current default is a neutral top/bottom 20% configuration. Always review the effective contract and defaults returned in the current session before submitting.

Concepts such as a custom universe, bespoke entry/exit rules, liquidity filters, live risk limits, or a deployment target are not current public submit fields and should not be presented as selectable agent controls.

Strategy Evaluation

The backtest evaluates the complete submitted configuration. Depending on available artifacts, evidence can include:

• net and gross performance;
• NAV and drawdown paths;
• turnover and modeled costs;
• funding;
• exposure and neutrality;
• per-symbol PnL and attribution;
• position or trade history;
• bounded numerical data for the retained six-chart analysis surface.

The canonical run snapshot is the authority for the exact factor composition and parameters. Missing artifacts stay unavailable rather than being inferred from filenames or local files.

Building And Analyzing Are Separate

Strategy Building lists factors, composes, submits, resumes, exports, and archives supported Strategy results. Strategy Analysis is read-only: it diagnoses one exact completed result and proposes controlled experiments.

An analysis proposal does not change a strategy. The user must explicitly confirm a new Strategy Building submission.

Where This Leads

A completed source may be eligible for simulated Paper Trading. Eligibility is checked again when the source is selected; it is not guaranteed by a grade or backtest status alone. Continue with the Strategy Tutorial or Paper Trading Tutorial.