Strategy Optimization & Robustness Checking

At Trading Scripts and Strategies, we understand that optimization can enhance a strategy’s performance but also carries the risk of overfitting. That's why our optimization process is focused not just on improving metrics, but ensuring that strategies remain robust, reliable, and adaptive in real-world market conditions.

Robustness Checking Includes:

• OOS (Out-of-Sample) Testing: Verify strategy performance on unseen data.
• What-If Analysis: Analyze how the strategy behaves under different scenarios, such as increased spread, higher brokerage fees, or removing the top 5% most profitable trades to detect dependency on outliers.
• Monte Carlo Simulations: Stress-test strategies by randomizing trade sequences to observe performance stability.
• Multi-Timeframe Testing: Assess strategy effectiveness across different chart timeframes.
• Cross-Market Testing: Validate strategy adaptability by applying it to different but related markets.

Through these rigorous robustness techniques, we help ensure that your strategy is not just optimized for the past, but capable of surviving the uncertainties of the future.