New hypothesis

Define an earnings-based hypothesis to backtest.

Basics

Name

Description

Universe

History lookback

Min market cap

Max market cap

Symbols (comma sep.)

Event conditions (all must hold)

Entry & exit

Entry rule

Hold (trading days)

Exit price

Entry fill realism

Market price = reference bar price. Actual buy-in = simulated fill after slippage/delay.

Fill model

Benchmark & costs

Benchmark

Transaction cost (bps)

Portfolio

Max concurrent positions

Overlapping signals share capital. Each open trade uses 1 / max concurrent positions of the initial equity. Set to 1 to enforce strictly non-overlapping trades.

Position sizing