Validation method

Monte Carlo

A redraw of locked trades

Monte Carlo resamples already locked trades and asks whether a poor redraw still makes money.

What this check looks at

The trades are already locked. Monte Carlo resamples those trades and looks at a poor redraw. The question is whether that redraw still makes money.

Why the redraw exists

One order of the same trades can look kinder than another. A poor redraw asks whether the money is still there when the locked trades are drawn again in a worse arrangement.

How Alphavo runs it

The resample uses trades that are already locked. It does not open a fresh search for parameters. The result is not a pass or fail letter by itself. A Candidate Strategy is not Alpha.

How to read the result

If a poor redraw still makes money, the locked trades were not only a lucky order. That answer stands beside the other checks. It does not, by itself, assign 0 stars, 1 star, 2 stars, or 3 stars.

Limits

• Monte Carlo is not a pass or fail letter by itself.
• A redraw uses trades already locked. It does not invent a new market.