> ## Documentation Index
> Fetch the complete documentation index at: https://docs.traderos.ai/llms.txt
> Use this file to discover all available pages before exploring further.

# Improve and validate a strategy

> Find where a strategy fails, change one thing at a time and check it out of sample.

A good backtest is the start, not the proof. TraderOS gives you a loop to improve a strategy honestly.

## The loop

**1. Characterize the idea**

Before a backtest, the Agent studies how your entry signal has behaved on history: how often price moved your way, how far, and how far against you. A weak history is flagged early.

**2. Run the backtest**

You see trades, equity, drawdown, costs and the days or conditions where the setup does poorly. Commission and slippage are included and shown, so a gross profit that costs eat is visible.

**3. Search for a better filter**

The Agent scores candidate filters from a catalog against your own trades. A suggestion is shown only when it passes statistical checks. A weak baseline gets new directions instead of a filter that would hide the weakness.

**4. Apply or revert**

Accept a change and the Agent reruns it; revert it and you are back to the earlier version. Every version is kept.

**5. Validate**

Check the result outside the sample you tuned on before you trust it.

## Validation checks

* **Walk-forward**: tune on one stretch, test on the next, repeat.
* **Deflated Sharpe**: discounts a result for the number of variations you tried.
* **Parameter stability**: does the result survive small changes to the numbers, or does it live on one lucky setting?
* **Edge decay**: is the edge shrinking over time?
* **Capacity**: could this size trade without moving the market?

Ask for them in words: `check if this holds up out of sample`.

## Sweeps and decomposition

Run the same strategy across **assets** or **timeframes**, or break a result down by **session**, **day type**, **regime**, **timing** and **how far trades ran for and against you**. These show where the edge lives.

## Bring a strategy from elsewhere

Describe a setup, or import one from source code, and the Agent turns it into an explicit, versioned specification. Anything it cannot apply exactly is listed, not skipped.

## Take it with you

Export a strategy as **NinjaScript** or as a **report**.

## What a result tells you honestly

* The data window and the number of trades are always named.
* A sample too small to judge is called out; the Agent does not call it an edge.
* A position that carried past the end of a day or a contract roll is reported.


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