New strategy

Sweeps

Parameter sweeps in progress, queued, and recently completed. Each sweep enumerates 1,000-10,000 combinations of a strategy across historical data with walk-forward validation.

No sweeps yet

The sweep engine (Phase B1 — vectorized backtester) is not yet built. Once it ships, every sweep you fire from a strategy page will appear here with live progress.

What a sweep will report

  • Top-N variants by Sharpe / Sortino / Calmar / profit factor
  • Walk-forward 70/30 + 5-fold bootstrap (no overfitting)
  • Per-regime breakdown (VIX bands, trending vs choppy, event days)
  • Indian transaction costs line-itemed (STT, brokerage, GST, slippage)
  • Sample-strength badges — 🟢 strong / 🟡 moderate / 🔴 weak
  • Liquidity flag when simulated size exceeds historical volume

Full spec: BACKTEST_VISION.md