Validation Checklist¶

Overview¶

This checklist must be completed for every strategy before deployment. ALL items must pass for approval. Any single failure blocks deployment.

Section 1: Anti-Bias Tests¶

1.1 Lookahead Detection¶

Lookahead Audit Commands:

# Check for common lookahead patterns
grep -n "\[0\]" strategy.pine | grep -v "close\[0\]"  # Suspicious
grep -n "high\[0\]\|low\[0\]" strategy.pine  # Red flag for intrabar

1.2 Label Leakage Detection¶

1.3 Repaint Detection¶

Repaint Detection Protocol: 1. Load strategy on chart 2. Note current signals 3. Wait for 10+ new bars 4. Check if historical signals changed 5. If changed → FAIL

Section 2: Sensitivity Analysis¶

2.1 Parameter Sensitivity¶

Parameter Stability Score:

Stability = 1 - (Sharpe_std / Sharpe_mean) across parameter variations
Target: Stability > 0.7

2.2 Time Period Sensitivity¶

Section 3: Stress Tests¶

3.1 Market Stress Events¶

3.2 Adverse Conditions¶

3.3 Gap Handling¶

Section 4: Regime Robustness¶

4.1 Volatility Regimes¶

4.2 Trend Regimes¶

4.3 Cross-Regime Requirement¶

Strategy must be profitable in at least 2 of 3 major regime types.
If profitable in only 1 regime: Requires regime filter before deployment.

Section 5: Cost Realism¶

5.1 Commission Model¶

5.2 Spread Model¶

5.3 Slippage Model¶

Section 6: Walk-Forward / OOS Validation¶

6.1 Data Split¶

6.2 Walk-Forward Results¶

Walk-Forward Consistency: ___/6 profitable (target: ≥4/6 = 67%)

6.3 OOS Degradation¶

Section 7: Final Verdict¶

Summary¶

Overall Verdict¶

• PASS: All sections pass → Proceed to audit
• FAIL: One or more sections fail → Return to development

Validator¶