01 / Evidence
Evidence Coverage Scorecard
Review evidence coverage across historical, OOS, stress, forward and parameter-stability testing.
- Five-layer weighting
- Evidence-gate warnings
- Declared coverage summary
Research tools
Tools for systematic trading research.
Browser-based calculators and validation utilities for risk, evidence and research workflow.
Local processing · Transparent methodology · Tool inputs are not stored by default
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Available tools
Ten tools for research work.
Each tool explains its inputs and limitations. Outputs are research aids, not signals, forecasts or investment advice.
02 / Risk
Drawdown Recovery Calculator
Calculate the nonlinear return required to recover from a drawdown and test a constant-rate recovery scenario.
- Required recovery
- Scenario recovery time
- Capital-buffer discussion
03 / Edge
Expectancy Calculator
Estimate net expectancy from win rate, average outcome and recurring transaction costs.
- Net expectancy
- Break-even sensitivity
- Execution-cost warning
04 / Simulation
Monte Carlo Risk Simulator
Generate seeded trade sequences to inspect equity dispersion, drawdown percentiles and risk-of-ruin scenarios.
- Equity percentiles
- Ruin scenarios
- Sequence risk
05 / Validation
Walk-Forward Analysis Designer
Build rolling or anchored IS/OOS schedules and inspect coverage, overlap, gaps and window boundaries.
- Dated window map
- Methodology warnings
- OOS structure
06 / Workflow
Research Snapshot Comparison
Compare two local scenario snapshots to document changed inputs and key outputs before a research decision.
- Local JSON comparison
- Changed-value highlighting
- Reproducible notes
07 / Workflow
Evidence Pack Builder
Combine selected local snapshots with a documented research decision and exportable review record.
- Multi-snapshot pack
- Decision record
- Markdown or JSON
08 / Data
MT5 Strategy Report Analyzer
Import a tester summary locally, normalize detected metrics and expose missing evidence before a review.
- HTML, CSV or text import
- Coverage warnings
- Research Snapshot export
09 / Workflow
Research Test Journal
Record a test question, controlled change, evidence boundary, decision and next action in one exportable local entry.
- Iteration record
- Decision trace
- Markdown or JSON
10 / Execution
Execution Cost Stress Analyzer
Stress spread, commission, slippage and adverse-fill assumptions against a separately declared gross expectancy.
- Scenario ladder
- Break-even headroom
- Local snapshot
Recommended workflow
A consistent order for review.
Risk feasibility
Check drawdown recovery and capital-buffer pressure.
Net expectancy
Include spread, commission and slippage.
Evidence coverage
Separate historical, OOS, stress and forward evidence.
Sequence risk
Inspect scenario dispersion and drawdown paths.
Report analysis
Review sample quality and missing fields.
Decision record
Document assumptions, limitations and the research decision.
Operating principles
Explicit assumptions. Bounded conclusions.
Assumptions exposed
Inputs, formulas and scenario constraints are documented alongside each output.
Local processing
Tool inputs and imports are processed in your browser. Exports are saved only when you choose to download them.
Evidence, not prediction
Outputs describe mathematical relationships or declared evidence coverage, not future performance.
Comparable structure
Consistent evidence labels and snapshot formats support reproducible review.
Further development
Research continues.
Additional research and validation utilities are in development.