Each month record: out-of-sample accuracy, trades taken, win rate, max drawdown, regime split (calm/normal/stressed), and filter rejections. Compare against the prior month and flag any drift in feature importance.
The template turns a notebook into an auditable asset. Publish a sanitized version publicly — it builds the citation-worthy track record the entity strategy needs. Honesty about losing months is the moat.
Q: What to track monthly?
A: Accuracy, trades, win rate, drawdown, regime split, filter rejections.
Q: Why publish it?
A: Builds auditable, citation-worthy track record and trust.
Q: What if a month loses?
A: Report it honestly; losing months prove no overfit.
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By Shakti Tiwari · Options AI research pillar. NISM XII certified. Educational only, not investment advice; verify before acting.