Backfilled 90-day predictions for all 13-market seed tickers using a momentum-based synthetic signal. Not the live model's output — this view shows what the analytics WILL look like once the real predictions_log has accumulated. Real-data view at the link.
Trading costs & sizing
The alpha/factor/walk-forward numbers are gross of trading costs. Real-world returns net of commission + slippage + spread are typically 3-30 bps lower per round-trip. This tool shows where the strategy breaks even, which sizing rule survives the cost drag, and how sensitive Sharpe is to each extra basis point.
💡 Plain English: Brokerage fees + slippage erode every trade. Where does the strategy stop being profitable as costs rise? How big should each position be so you don't blow up the account?