Strategy contribution
Separate supplied results by magic number and record each strategy's historical contribution and loss concentration.
Technical Evidence Review · Portfolio scope
Describe what the supplied portfolio record contains—and what it does not.
The portfolio scope covers several customer-selected EAs, symbols or magic numbers under the same bounded Technical Evidence Review service.
Start with context
What you provide.
No source code or account credentials are required for an initial assessment.
- Redacted account-history or tester export
- Backtest reports for each included strategy
- Customer-defined magic-number and symbol mapping
- Recorded position-size assumptions
- Customer-supplied constraint rules
- Matching comparison records, if available
Evidence review
What RangeState evaluates.
Correlation
Measure relationships between return streams and identify strategies that tend to lose together.
Shared exposure
Map overlapping symbols, currencies, sessions and logic families that can create hidden concentration.
Combined drawdown
Estimate portfolio drawdown and losing clusters under changed sequencing rather than relying on one historical order.
Sizing scenarios
Calculate the historical effect of customer-supplied position-size scenarios without recommending an allocation.
Customer-defined constraints
Apply supplied daily-loss, maximum-loss, holding or execution rules to the historical record without predicting future eligibility or success.
Evidence taxonomy
Factual findings with the assumptions attached.
The defined technical proposition is supported by the supplied record.
Material assumptions, sensitivities or missing evidence limit the conclusion.
The defined proposition is not supported by the supplied record under the stated assumptions.
These labels apply only to a written technical proposition. They do not mean buy, sell, hold, trade, deploy or stop, and they do not predict future performance.