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Capital Strategy
Replay
Counterfactual strategy replay: the decide→fill→grade loop driven over recorded bars on a bar clock, four variants in lockstep with one signal ablated each. Signal attribution is the equity gap between variants: same bars, same fills, one signal removed. Deterministic, and the joint-state store is private to the run, so replaying never pollutes the live regime graph.
- Assets
- BTC
- Steps traded
- 0
- Full trade score
- --
- Trade score drawdown
- --
- Cost (bps)
- 5.0
Parameters
60s bars · at most 4 assets · re-runs server-side on every load (no live poll: a backtest is not a cheap strip)
No replay yet
Replay did not run: no asset has enough bars
A replay needs at least
window + horizon + 2 aligned 60s bars per asset, on timestamps every asset shares. The sink fills from live feeds, so nothing replays until feeds have been running.- Start feeds with
CapitalStrategy.Start, then let the 60s bar tier accumulate. - Widen the run: fewer assets align on more timestamps than many do.
- Strategy home: check Live data and the pulse counters first.
- Market Observatory: confirm bars actually exist for these symbols.