YOUR TRADING STRATEGY
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Personality guides AI-enabled forward forecasts and ForecastBench practice. Historical backtests test the rules below, not the model.
History uses hourly observations. Edge is measured in probability points. Kelly sizes from an estimated edge, not a guaranteed advantage.
Forward stops produce exit signals for you to confirm. They do not execute automatically or guarantee a maximum loss.
Current market prices are always required. Paper execution always checks the real order book. No agent can access external accounts, arbitrary URLs or your credentials.
100 basis points = 1%. Backtests use assumed fees and slippage, not reconstructed fills. Forward signals use these for net-edge sizing; slippage also limits quote price changes. Paper fills use current depth and fees.
Each save keeps earlier test versions intact.
Configure and test an agent’s behavior. This gym does not fine-tune model weights or place real trades.