Out-of-sample score validation
Uses the earliest history as a development period and reserves the latest history for an untouched chronological test. Test outcomes do not overlap.
Development versus untouched test
Multi-horizon trend context
Loaded-candle EMA model
Uses the selected symbol's downloaded candles, enters on the next bar after an EMA 20/50 cross, and deducts the selected round-trip cost.
How the score is built
The state score ranges from −100 to +100. It combines trend, momentum, mean-reversion and data-quality checks. It is descriptive, not a forecast or instruction.
Validation makes a chronological development/test split. Only non-overlapping observations from the later test period determine the out-of-sample result. Net paper returns subtract the entered cost estimate. Funding, liquidation effects and changing execution conditions are not fully reproduced.