Robustness Metrics
Evaluate whether your strategy is genuinely robust or dependent on specific market conditions, using regime analysis, serial correlation, and equity curve quality metrics.
3 lessons · 30 min total
1
Regime Sensitivity & Volatility Dependency
Quantify how much your strategy depends on specific market regimes and volatility levels.
11 min read
2
Autocorrelation of Returns
Detect non-random patterns in your trade sequence — do wins cluster, or alternate with losses?
10 min read
3
Equity R-Squared
Measure how closely your equity curve follows a straight line of growth — the simplest indicator of strategy consistency.
9 min read