Questions it answers
What breaks a signal.
The point is not to make a model look good. The point is to find out whether the idea survives the first real questions.
- Does the model beat a simple baseline? If not, stop there.
- Does the edge survive walk-forward validation? That is the real test.
- Do costs and slippage erase the gain? Usually faster than people expect.
- Is the threshold just decorating noise? The simulator makes that visible.