Historical Testing Assumptions

Required assumptions

Historical tests should record data range, timeframe, instruments, costs, slippage, execution model, liquidity assumptions, and missing-data handling.

Area	Example
Costs	Brokerage, fees, taxes, exchange costs
Slippage	Fixed ticks, percent, or model
Data	Broker historical data or CSV
Execution	Candle close, next open, or rule-specific model

Assumptions change outcomes

Small cost or slippage changes can materially change reported metrics.