Stress-test an FX process across changing regimes, execution conditions and portfolio risk.
A rule-based strategy, a clean trade dataset and working knowledge of expectancy.
Move beyond win rate to uncertainty, payoff and path dependence.
Bootstrap your trade sample and report a range, not one number.
Find out whether the edge survives small, reasonable changes.
Build a parameter plateau and document the weakest variant.
Measure the hidden common-currency bets inside several positions.
Translate a five-position book into currency-level exposure.
Model the costs a clean chart does not show.
Re-run a test with pessimistic cost and slippage assumptions.
Use stable state definitions without continually fitting yesterday.
Freeze a regime rule, then test it on unseen data.
Estimate the range of paths that one expectancy can produce.
Simulate at least 5,000 trade paths under conservative assumptions.
Treat daily loss and drawdown rules as hard risk constraints.
Create a risk budget for a hypothetical evaluation and stress three losing days.
Document, challenge and defend a complete trading system.
Publish a versioned dossier that a sceptical reader can reproduce.