AuroraQuantSystems evaluates strategies using a multi-stage validation framework focused on stability, drawdown behaviour, and operational realism. Research is conducted primarily across liquid FX pairs and major equity indices to ensure sufficient market depth, execution quality, and repeatability.
A simplified visual representation of our validation loop. Emphasis is placed on repeatability, drawdown control, and operational realism rather than isolated peaks.
A key differentiator of AuroraQuantSystems is that strategies are researched, developed, and validated under deliberately conservative execution conditions.
Testing is always performed under conditions that include wider spreads, higher transaction costs, and unfavourable swap dynamics — such as those encountered in spread betting accounts.
This approach is intentional. Strategies that remain profitable under difficult execution conditions are more likely to demonstrate robustness when deployed under standard or more favourable trading environments.
Our framework is designed to reduce overfitting risk and to assess whether a strategy remains stable when conditions change. We explicitly avoid “single period optimisation” decision-making.
