Foundation capstone handbook
Run a $100,000 virtual portfolio through daily, weekly, and monthly reviews. Submit advance rules, trade records, nine-component attribution, and scoring evidence.
Project boundaries and completion
Manage a $100,000 virtual portfolio. Use this site's synthetic experiments or practice data with explicit sources and dates. Do not register trading accounts, place real orders, or enter account details or keys. Tokens and weights are teaching settings, not investment advice.
Complete at least one daily, weekly, and monthly review cycle. Record a natural month, or replay the Chapter 32 30-day synthetic path one day at a time: daily records, weekly reviews every 7 days, and a monthly report on day 30. Label accelerated replay explicitly; do not claim a month of live paper operation.
Completion means others can reconstruct results from rules, data, fills, and cash flows and explain every deviation. Profit is not required; a loss does not automatically fail.
Step 1: freeze rules and data versions
Assign a project ID and record start/end times, denomination, data source/seed, rule version, and availability times. This handbook starts with 50% teaching cash and divides the remaining 50% equally across BTC, ETH, and SOL. In Chapter 32, move cash from its default 10% to 50%, retaining seed 32, 20 normal days, and 10 crisis days.
Create a risk-budget table with at least the following fields. You may choose limits, but freeze them before revealing results and explain why. These demonstration limits match Chapter 31 and are not real-account advice.
| Layer | Demonstration boundary | Triggered action | Restart evidence |
|---|---|---|---|
| Trade | Planned loss no more than 1% of day-start capital | Reject excessive requests before entry | Reduce quantity and recheck |
| Daily | Cumulative loss reaches 2% of day-start capital | Stop new risk for the day | Investigate next day; do not automatically expand allowance |
| Total exposure | Existing plus proposed notional no more than 50% of day-start capital | Reject entry or submit de-risking plan | Reconcile positions and outstanding orders |
| Data/execution | Unconfirmed time, price, or order status | Stop additions and reconcile existing risk | Consistent data/orders and named restart reviewer |
| Manual stop | Predefined conditions | Stop new risk and record reasons | Review completed and rule-based restart |
The initial risky allocation exactly meets 50% exposure. Chapter 32's default 90% risky allocation is a separate comparison and must not be copied here. Buy-and-hold weights drift; check current exposure before additions. Exit triggers do not guarantee actual losses never breach limits.
Project rules and risk budget
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Step 2: complete a Trade Card before every trade
Record hypothesis, mechanism, evidence timing, invalidation, quantity, entry/exit plans, risk budget, expected costs, and horizon. Targets are not return guarantees. Label unknowns; do not quietly turn later discoveries into advance evidence.
Course versionV1-docs; sourcelab:trade-card；Non-chapter tool; no chapter or node inferred.
Records parameters and results at the click only; does not mean the experiment passed.View snapshot to save
The card above calculates an individual plan; it does not automatically check all portfolio, venue, and daily limits. Reconcile calculations with frozen rules, then complete this fuller template. When no trade qualifies, record “No trade” with reasons rather than manufacturing activity.
Trade Card and execution record
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Step 3: ask different questions daily, weekly, and monthly
| Cadence | Questions | Required evidence |
|---|---|---|
| Daily | Do positions, orders, and cash reconcile? Which limits triggered? | Opening/closing equity, fills/remainders, fees, stop/restart events, errors |
| Weekly | Did hypotheses trigger as expected? Did costs or execution drift? | Trade counts/missing records, sample-qualified average wins/losses/win rate/payoff ratio, regime groups, violations |
| Monthly | Where did returns come from? Did portfolio risks change? | Nine-component attribution, independent net PnL, drawdown, correlations/contributions, process scores, new-version research tasks |
State small samples honestly; a few trades' win rate is not stable probability. Weekly reports include failures; monthly reports cannot turn unexplained losses into zero.
Daily, weekly, and monthly review
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Step 4: complete monthly nine-component attribution
Use Chapter 34's boundaries. Calculate each fixed-position interval, then aggregate the month. Define funding signs, whether basis is already in prices, and whether fees are already in net amounts before calculating.
Monthly nine-component PnL report
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If a component does not apply to a teaching spot portfolio, explicitly enter 0 and explain. Never invent unsupported numbers; missing records must be marked and affect completeness scoring.
Step 5: retain four-quadrant decision/outcome journals
Use the Chapter 35 local journal, saving plans before outcomes. Identify at least one plan-compliant loser, or state none occurred. Likewise inspect profitable process gaps. Do not fabricate trades to fill quadrants.
The journal remains in the current browser. Export Markdown to your project materials daily. If persistence fails, immediately copy page records. Complete records are the primary review material; screenshots supplement rather than replace ledgers and advance plans.
Step 6: score and submit
Five dimensions carry 20 points each. The rubric evaluates submission quality, not future profitability. A total of 80 with no hard gaps passes this course exercise; this is a teaching criterion, not professional certification.
| Dimension | 0 points | 10 points | 20 points |
|---|---|---|---|
| Decision quality | Outcomes only; no advance material | Hypotheses with incomplete evidence/invalidation | Traceable advance information, falsifiable hypotheses, explicit no-trade conditions |
| Risk control | No budgets or hidden breaches | Rules without explained triggers/restarts | Consistent trade/daily/portfolio boundaries, complete gap/exception records |
| Process discipline | Overwritten plans/deleted failures | Mostly complete with unexplained gaps | Continuous daily/weekly/monthly records and versioned changes |
| Attribution | No independent total or double counting | Total exists; some classifications uncertain | Explicit nine-component boundaries, reconstructed net PnL, disclosed/investigated residuals |
| Survival and response | Hidden insolvency/shutdown causes | Failures identified without action records | Rule-based stops, remaining assets/shortfalls, restart evidence retained |
Hard gaps: fabricated advance evidence, omitted losses/costs, synthetic data presented as real operation, no independent net PnL, or incomplete daily/weekly/monthly cycle. Any requires rework; other points cannot offset it. Stress-driven shutdown is not automatically zero—the response and evidence matter.
Capstone scoring and delivery checklist
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Group rules, data notes, cards, daily records, weekly/monthly reports, attribution, and scoring under the project ID. Another reader should be able to recalculate them. Return to Chapter 36 and send new review questions back into research.