Trying the future-function checklist on my own strategies. Two of three failed
Ran the checklist from earlier this week against my three strategies. Reporting honestly because the results were not flattering.
Strategy one failed on item two. I was reading a value from the current minute bar as though the minute had finished. In backtest that's the completed bar; live it's whatever exists so far. Not the same number, and the backtest version was systematically better.
Strategy two failed on item four. I was ranking my universe once at the start of each day using data through the end of that day. I genuinely did not see it until I read the item written out.
Strategy three passed, and it's also the one that performs worst in backtest. I notice those two facts sit together uncomfortably.
Reporting it because I'd assumed a defect like this would be visible if you were careful. It isn't. It's visible if you have a checklist and you actually run it.