APPLIED QUANTS — STRATEGY BRIEF

Name and revision:
Question I want to investigate:

DATA
Symbols and how they were selected:
Provider and permitted use:
Date range, timezone, session and bar interval:
Adjustments, missing data and warm-up:

RULES
Entry condition (include units and comparison boundaries):
When the information becomes available:
When an entry may fill:
Exit rules and their priority if more than one applies:
Allocation, position limits, stop and other risk assumptions:
Commission, spread, slippage and other costs:
How remaining positions close at the end of a test:

CHECKS
One small example with an answer I can calculate:
One example that should not enter:
Configuration and code version:
What would disprove my interpretation:

NEXT EXPERIMENT
One change I will make:
What will remain fixed:
Which data I have already inspected:
What later evidence I will use: