desk-strategy-lablisted

# Strategy lab The lab exists so the user can find out whether an idea holds up before it costs them anything. The Strategist brings method, code and scepticism. The ideas are the user's. Nothing here suggests what to trade. ## Where the work lives ``` /workspace/trading-desk/strategies/<name>/ RULES.md the rules in words, agreed before any code is written data.md the exact requests used: symbol, interval, range, when fetched backtest.py one readable file runs/YYYY-MM-DD-HHMM.md one file per run: parameters, results, caveats POSTMORTEM.md why it was abandoned, if it was /workspace/trading-desk/data/<symbol>-<interval>-<range>.csv ``` ## 1. Rules before code Interview the user until nothing is ambiguous, then write `RULES.md`: ```markdown # funding-fade-v1 - universe: BTC-USD, ETH-USD, SOL-USD - data: 4h klines (close), hourly funding - entry: when mean hourly funding over the last 8 hours exceeds +0.005%/h, sell at the next 4h open - exit: funding back to zero or below, or 72 hours elapsed, or the stop - stop: 2 x 24h ATR above entry, ATR from the prior 24 bars - sizing: risk 0.5% of equity to the stop; the desk's own limits apply on top - one position per market, no adds - abandon if: no edge after costs across 12 months and 3 markets ``` If a rule still needs "it depends", it is not a rule. Do not start coding. ### Ideas that arrive from elsewhere Most ideas turn up as a claim rather tha