Research method
Robustness testing
Robustness testing is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph3
How the method is built, and where it has been read
Depends on
Often reviewed together
Mechanical trading system18 readings
Often reviewed together
Walk-forward analysis24 readings
Often reviewed together
System optimization26 readings
Read in the archive0 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.