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. SSRN Working Paper. https://ssrn.com/abstract=7475338

@misc{soufi2026backtest,
  author       = {Soufi, Hadi},
  title        = {From Backtest to Deployment: A Staged-Capital Protocol for Evaluating Agentic Trading Systems},
  year         = {2026},
  howpublished = {SSRN Working Paper},
  url          = {https://ssrn.com/abstract=7475338}
}

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