The research question
What survives the transition from a currency forecast to a portfolio that can actually be executed?
A foreign-exchange study combining cross-currency strength and trend information, with turnover and sizing as first-class concerns.
The technical work
Cross-currency features, signal aggregation, position sizing and replay/accounting workflows.
The challenge is to connect the economic idea to a precise, reviewable experiment. Data transformations, the moment of a decision and the interpretation of the resulting return series all belong to that specification.
What to challenge
These are evaluation considerations for this domain, not a checklist presented as already passed.
- Base/quote currency and unit conversion
- Turnover, financing and spread
- Closed-candle and fill timing
- Exposure caps and correlated currency legs
The data boundary
Aligned currency histories and instrument-specific pricing, cost and unit conventions.
Descriptions are intentionally high-level. Parameters, execution rules and non-public source data are not published here. Withholding an implementation is different from overstating its evidence.
The interesting question is not whether a backtest looks good. It is what would have to be true for the result to mean something.
For the broader framework, see validation. For the engineering context, see the research stack.