Simulation audit
Trustworthiness review for simulated strategies after costs, spread, slippage and benchmark filters.
Strategies tested
124
PASS
0
FAIL
124
Avg closed trades
12.8
Readiness
No strategy passed the simulation audit. The system is not ready for real-capital execution.
Top failure reasons
Does not beat benchmark SPY124
Fewer than 50 closed trades124
Return is not positive after costs, spread and slippage29
Max drawdown above 20%3
Benchmark pressure
SPY124
Promising but not PASS
| Asset | Strategy | Return | Drawdown | Trades | Why failed |
|---|---|---|---|---|---|
| VWCE | Mean reversion | 20.54% | 2.11% | 14 | Does not beat benchmark SPY; Fewer than 50 closed trades |
| SOL | Moving average crossover | 18.21% | 4.69% | 20 | Does not beat benchmark SPY; Fewer than 50 closed trades |
| SOL | Momentum | 17.87% | 2.86% | 20 | Does not beat benchmark SPY; Fewer than 50 closed trades |
| DOGE | Momentum | 17.32% | 5.30% | 19 | Does not beat benchmark SPY; Fewer than 50 closed trades |
| AAPL | Mean reversion | 15.70% | 2.14% | 18 | Does not beat benchmark SPY; Fewer than 50 closed trades |
| DOGE | Moving average crossover | 14.34% | 6.30% | 18 | Does not beat benchmark SPY; Fewer than 50 closed trades |
| AVAX | Moving average crossover | 11.65% | 7.19% | 19 | Does not beat benchmark SPY; Fewer than 50 closed trades |
| XRP | Moving average crossover | 10.93% | 5.88% | 24 | Does not beat benchmark SPY; Fewer than 50 closed trades |
| XRP | Momentum | 10.59% | 5.30% | 25 | Does not beat benchmark SPY; Fewer than 50 closed trades |
| AVAX | Momentum | 10.39% | 8.09% | 26 | Does not beat benchmark SPY; Fewer than 50 closed trades |