Research-only evidence review

Strategy Evidence Report

A static, anonymised sample showing how VaultTrade Reality Check records scope, data quality, assumptions, stress tests, verdict limits, and next evidence steps.

Runtime permissionNo live executionEvidence packRules text + trade export + assumptionsFile handlingPublic sample only

VaultTrade Reality Check is research-only. It does not provide financial advice, investment recommendations, trading signals, copy trading, portfolio management, or execution.

Data Quality98/100

Cost PressureMaterial

OOS StabilityMixed

Sample VerdictNeeds more evidence

Scope locked

Submitted materials and exclusions are recorded before scoring.

Data checked

Source quality, missing sessions, duplicates, and timestamps are reviewed.

Costs stressed

Fees, spread, slippage, turnover, and fill assumptions are pressure-tested.

Verdict framed

The report states what the evidence can and cannot support.

Verdict frame

What the submitted evidence can support.

RejectParkNeeds more evidenceWorth further review

Sample outcome: Needs more evidence. The strategy is not rejected outright, but the current pack is not strong enough to treat as execution ready or suitable for live deployment.

Scope

Submission scope

The sample checks whether a submitted evidence pack is internally consistent and whether the result survives basic cost, concentration, and stability pressure.

Limit

Primary limitation

The sample evidence does not prove that the strategy is suitable for live use. The result depends on execution assumptions that require stronger proof.

Action

Next evidence step

Provide broker-exported fills, session-normalized data, and a later untouched sample before treating the strategy as worth further review.

Evidence matrix

Tests performed in the sample review.

TestReview MethodSample Status

Data provenanceSource, timestamp, session, duplicate, and missing-field reviewAcceptable

Baseline reproductionSubmitted result compared with documented assumptionsReproduced with notes

Cost stressFees, spread, slippage, turnover, and sensitivity rangeFragile

Out-of-sample reviewTrain/sample split and later-period behaviourMixed

ConcentrationTop-trade, month, session, and regime dependencyReview required

Kill testsRule perturbation and adverse assumption checks where data supports itPartially failed

Assumption register

Assumptions made visible.

Execution timing: Entry and exit timestamps treated as end-of-bar unless proven otherwise.
Costs: Commission, spread, and slippage are stressed above the submitted baseline.
Data handling: Missing sessions are documented before any score is interpreted.
Scope limit: No future return, instrument, allocation, or live-use conclusion is made.

Diagnostic findings

Commercially useful, still research-only.

Cost drag changes the interpretation

The submitted baseline is positive before stress, but realistic friction materially reduces expectancy and weakens the margin of safety.

Out-of-sample behaviour is not stable enough

Later-period performance is directionally consistent in some regimes and breaks down in others, so the sample verdict remains unresolved.

No execution clearance is given

The report does not connect to a broker, place trades, or approve the strategy for live use. It records evidence boundaries only.

Sample findings

The report separates evidence from hope.

Data source is documented, but session handling needs stronger proof.
Cost stress materially reduces the submitted expectancy.
Out-of-sample stability is mixed across regimes.
Top-trade dependency is below the reject threshold in this sample.
No conclusion is made about future returns or what to trade.