Execution data is there but buried

Everything I need to evaluate my own fills exists. It takes four steps to get to it and one of them is an export. For a metric that determines whether a thin-edge strategy is viable, that's too far from the surface. I'd put average slippage next to average return, because they're the same importance and only one of them is visible. The data being available is the hard part and that's done. The remaining part is deciding it's important enough to show.
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SpreadWatcher
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HalfKelly· Jul 2026 ago
Same argument as costs belonging in the evaluation rather than a footnote. Visibility drives what people optimize.
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MomoQueen· Jul 2026 ago
I only discovered mine because someone here told me to look. Should not require a forum post to find.
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