From Backtest to Deployment: A Staged-capital Protocol for Evaluating Agentic Trading Systems

Hadi Soufi

Abstract

This paper proposes a staged-capital evaluation protocol for agentic trading systems: zero-weight shadow validation, forward paper-testing on live data, minimal live capital gated by deterministic mechanical exits, and gradual scaling gated by pre-registered statistical tests. The protocol is designed as a deployable and falsifiable engineering workflow rather than a reporting convention.

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Soufi, H. (2026). From Backtest to Deployment: A Staged-capital Protocol for Evaluating Agentic Trading Systems — A Position Paper Proposing an Engineering Workflow for Committing Real Capital to Autonomous Trading Agents. SSRN Working Paper. https://doi.org/10.2139/ssrn.7475338

@misc{soufi2026backtest,
  author       = {Soufi, Hadi},
  title        = {From Backtest to Deployment: A Staged-capital Protocol for Evaluating Agentic Trading Systems — A Position Paper Proposing an Engineering Workflow for Committing Real Capital to Autonomous Trading Agents},
  year         = {2026},
  howpublished = {SSRN Working Paper},
  doi          = {10.2139/ssrn.7475338},
  url          = {https://doi.org/10.2139/ssrn.7475338}
}

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