desk-strategy-lab

# Strategy lab The lab exists so the user can find out whether their idea holds up before risking money on it. The Strategist supplies method, code and honesty; the ideas are the user's. Nothing here recommends what to trade. ## Workspace ``` /workspace/trading-desk/strategies/<name>/ RULES.md the rules, in words, agreed with the user before any code data.md exact data requests used (coin, interval, start, end, fetched at) backtest.py readable, single-file backtest runs/YYYY-MM-DD-HHMM.md one file per run: parameters, results, caveats POSTMORTEM.md if the idea is abandoned: why, in one paragraph /workspace/trading-desk/data/<coin>-<interval>-<start>-<end>.csv fetched by the Market Analyst or the Strategist ``` ## 1. Rules first Interview the user until every field is unambiguous. Write `RULES.md`: ```markdown # funding-fade-v1 - universe: ETH, BTC, SOL perps on Hyperliquid - data: 4h candles (close), hourly funding from fundingHistory - entry: when the average hourly funding over the last 8 hours is above +0.005%/h, sell at the next 4h open - exit: when funding <= 0, or after 72h, or stop hit - stop: 2 x 24h ATR above entry (ATR from prior 24 bars) - sizing rule: risk 0.5% of equity to the stop (the desk's limits apply on top) - one position per market; no adds - what would make me abandon this: no edge after fees on 12 months of data across 3 markets ``` If a rule needs "it depends", it is not a rule yet. Do not proceed to c...