Aug 16 • 💻Quant Corner
Build Alpha Questions
Hey ! Just some questions regarding Build Alpha, how you rank your strategies, and if you had a checklist, how it would go!
This is what I mean by checklist in my head, kind of some sort of scoring metrics from "Most Important" to "Least Important".
📊 CORE SCORING (0–100) — unchanged backbone
1) P&L / Drawdown Ratio — 25
<5 → 0 | 5–9.9 → 10 | 10–14.9 → 20 | ≥15 → 25
2) Average Trade (Net P&L ÷ Trades) — 15
<$50 → 0 | $50–99 → 8 | $100–149 → 12 | ≥$150 → 15
3) Trade Count — 10
<400 → 0 | 400–665 → 5 | ≥666 → 10
4) Monte Carlo Positioning — 20
Top quadrant (blue > most sims) → 0
Mid (~50th pct) → 10
Lower 50% → 20
5) Liquidity Test — 15
Liquidity lines < blue → 0 | Mixed → 7 | All > blue → 15
6) Noise Test — 10
Any flat/negative → 0 | All +, blue far above → 5 | All +, blue modestly inside cluster → 10
7) Variance Test — 5
Wide w/ negatives → 0 | Wide mostly + → 3 | Tight, no negatives → 5
8) Other Factors — 0 (Win %, Meta Systems, Slippage excluded from core; discuss qualitatively)
➕ BONUS CONFIRMATION (+0–10) — show separately
- Sharpe ≥1.5 → +3 | 1.2–1.49 → +2 | 1.0–1.19 → +1
- Profit Factor ≥2.0 → +3 | 1.7–1.99 → +2 | 1.5–1.69 → +1
- E-Ratio ≥1.3 → +2 | 1.1–1.29 → +1
- Equity Curve Consistency (smooth slope, distributed profits) → +2 (minor lumpiness +1)
Report core /100 and bonus /10 separately. Max total = 110.
🎯 SCORE INTERPRETATION (CORE ONLY)
90–100 Hedge Fund Ready | 75–89 Strong Candidate | 60–74 Decent but Risky | <60 Not Deployable
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Build Alpha Questions
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