IDT Simulation
Daily intra-day trading simulation using a rolling 30-day training window on L1/L2/L3 features.
Your risk and performance tolerances rank anchor horizons to surface the best-fit trading profiles.
Format: yyyymmdd
Auto picks OS (out-sample)if present; otherwise falls back to IS (in-sample).
Comparison uses same (asof,symbol) and shows OS minus IS deltas per horizon.
Risk Score (0–10): safer/better is higher.
Computed from normalized Sharpe (good ↑), Turnover (good ↓), MaxDD (good ↓). Slider shifts their weights.
Computed from normalized Sharpe (good ↑), Turnover (good ↓), MaxDD (good ↓). Slider shifts their weights.
Perf Score (0–10): better is higher.
Computed from normalized Total PnL (↑), Avg PnL (↑), Win% (↑). Slider shifts their weights.
Computed from normalized Total PnL (↑), Avg PnL (↑), Win% (↑). Slider shifts their weights.
Top-K Recommendations
anchors
Risk-based (safer / better higher)
Performance-based
Risk by Horizon
Anchors
Risk Metrics
| Horizon (ms) | Sharpe | Turnover | MaxDD | Risk Score (0–10) |
|---|
Performance by Horizon
Anchors
Simulation Results
| Horizon | Trades | Total PnL (bps) | Avg PnL | Median PnL | Win % | Perf Score (0–10) |
|---|