SUMMER 2025 UPDATE:

The past year has been a wild ride of improving strategy robustness, controlling risk, and polishing execution.  My previous entry below would be embarrassing for me to read now, if it were not for my continued pursuit to refine my view of what makes a 'good' strategy.  Currently I stand at a point of relief, having built a system that I am content to ride fluctuations with minimal intervention, and am taking time to modularize my code and contemplate next steps.

Implemented pursuits in past year towards building a highly functional workflow include (1) backtest with walk-forward, grid-based parameter optimization for watchlist equity selection, (2) combined watchlist backtest with dynamic position sizing based on item trade signals and metrics, and (3) automated daily strategy evaluation with trade execution through brokerage API.