What this simulator checks
Signal quality beats the headline number.
The controls above are there to make the uncomfortable parts visible. A model can look good on raw predictions and still fail once you apply a stop, a holding period, a threshold, and a cost model.
- Baselines. Compare boosted trees against a linear regressor on the same features.
- Validation. Use walk-forward or a single chronological split instead of random shuffling.
- Thresholds. Trade only when the score clears the calibrated activation level.
- Costs. Test whether the edge survives slippage and transaction frictions in R.
Imported CSVs are mapped locally in the browser. If your own OHLCV data has a price series, volume, and timestamps, you can drop it in and run the same pipeline without changing the rest of the setup.