Strategy Lifecycle¶

From idea to retirement.

Stages¶

Intake → Spec → Audit → Prototype → Paper → Live → Monitor → Retire

1. Intake¶

New ideas go to intake/: - intake/playbooks/ - External strategies - intake/ideas/ - Internal concepts

Review for red/yellow/green flags.

2. Specification¶

Create research/reports/STRAT_XX_spec.md: - Hypothesis and market rationale - Precise entry/exit rules - Risk sizing - Failure modes

3. Audit¶

Independent review in docs/audits/: - Technical audit (code quality) - Hypothesis validation - Cost modeling - Stress testing

Gate: Sharpe ≥0.8 OOS, max DD <8%

4. Prototype¶

Create indicator in strategies/pine_v6/: - Non-repaint compliance - Webhook alerts - Documentation

5. Paper Trading¶

2-4 weeks paper trading: - Match backtest within 20% - No execution issues - Refine parameters

6. Live Trading¶

Gradual position sizing: - Minimal size → Target size - Continuous monitoring - 30/60/90 day reviews

7. Monitoring¶

Daily/weekly checks: - Performance vs baseline - Drift detection - Risk limit compliance

8. Retirement¶

When to retire: - Sharpe <0.5 for 90 days - Max DD exceeded - Market regime change