BACK TO PORTFOLIO VALIDATION LAB INTERACTIVE CASE STUDY / 03

SYNTHETIC FIXTURES / OFFLINE REPLAY

Evidence, before
confidence.

A good system can explain why it trusts a result.
Run three small checks that make the reasoning visible.

03 / CHECKS

No market connection.
No account data.
Every result is reproducible.

THE TEST BENCH01 / 03

01 / TEMPORAL INTEGRITY

A decision at 2 seconds
cannot see 4 seconds.

An event arriving later can change the full recording. It must never rewrite what the system knew at decision time.

THE INVARIANT

Use only events with a timestamp at or before the decision.

ASSERTION LOGREADY TO RUN
Expected and observed results of the selected scenario
CHECKEXPECTEDOBSERVEDStatus
Run the fixture to inspect the expected and observed values.

Small fixtures. Explicit limits. These checks demonstrate engineering behavior with invented inputs. They are not market returns, a strategy backtest, or evidence of future profitability. The bar example uses a conservative assumption because OHLC data cannot reveal the order of events inside a candle.

READ THE FIXTURE NOTES