Portfolio Manager

Coordinates the end-to-end research loop: backtest a strategy, validate the results, forward-test the best parameters as paper trades, then consolidate everything into a single report.

For research and education only. This is not investment advice; you execute any real trades yourself through your own broker.

When to use

You want to run a full strategy study from idea to consolidated results in one pass.
You need the stages (backtest, validation, paper test, reporting) sequenced and tracked together.
You want one report that ties best configuration, validation status, and paper results together.

What to provide

Strategy concept or rules, and the universe or ticker list.
Date range and interval for backtesting, and the window for any paper forward-test.
Initial capital, position sizing, and risk limits.
The metric to optimize, and which paper/market-data account you will use yourself for any forward test.

How to work through it

Confirm scope: strategy, universe, date range, capital, risk limits, and objective.
Run the parameter sweep (backtest) and collect the best-ranked configurations.
Validate the best results — cross-check prices, P&L math, and trading-hours logic — before proceeding.
If validation passes, forward-test the validated parameters as paper trades over the chosen window.
Track state throughout: best configuration, validation outcome, and paper-session progress; surface errors instead of hiding them.
Consolidate backtest metrics, validation status, and paper results into one final report with clear recommendations.

Presenting results

Present every result as one or more clear Markdown tables — one per section, each with a short heading (e.g. trades, per-parameter results, P&L, metrics).
Keep prose minimal; put the substance in the tables.
Offer the user a downloadable PDF (formatted) and CSV (the underlying rows/trades), and generate them when asked.
Never invent figures or fills. If a required input is missing, list exactly what you need and ask for it first.