Step 06: Scoring

This step computes the Strategy Composite Score for each shortlisted candidate. The score combines robustness, regime behavior, and parameter stability; it is the main ranking layer of the report.

InputShortlisted candidates plus validation scores from previous steps: 60% robustness, 25% regime, and 15% parameter stability.

OutputRanked final-score table, component contribution charts, plateau summary, score distribution, and weight-sensitivity simulator.

Used laterThis ranking drives the final Summary. Later benchmark, leverage, slippage, and walk-forward pages are diagnostic and do not automatically change the ranking.

Parameter plateau summary

This plateau is calculated only from base parameter candidates. SL/TP-modified candidates are excluded so the center and ranges describe the underlying strategy parameter space, not stop-loss/take-profit overlays.

Plateau

Plateau Size

Plateau Quantile

80%

Parameter Center

Buy Ema Short

Buy Ema Long

167

Parameter Ranges

Parameter	Min	Median	Max
Buy Ema Short	8	8	8
Buy Ema Long	161	167	173

Strategy composite scores

Ranking below uses the weighted combination of robustness, regime behavior, and parameter stability. The diagnostics after the table show whether top candidates are balanced across components or dominated by a single dimension.

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Shortlist Reason	Strategy Composite Scorei	Robustness Scorei	Regime Scorei	Parameter Stability Scorei	Typei	Base Candidatei	Statistical Confidence Scorei	Trade Distribution Scorei	Rolling Robustness Scorei	OOS Robustness Scorei

Weight sensitivity simulator

Use the sliders to rerank candidates under alternative final-score weights. This does not change the research artifacts; it only helps judge whether the current winner is robust to subjective weighting.