QC Deep Feature Forensics

Go beyond P&L analysis. This skill answers: "What market microstructure conditions were present when winning trades were entered vs losing trades?"

When to use

• "Why do some of my trades win and others lose?"
• "What entry conditions lead to profitable trades?"
• "Run a feature attribution on my backtest"
• "What-if analysis: would filtering out RSI > 70 trades help?"
• After running qc-order-forensics for high-level diagnosis, use this for deep-dive

How it works

python3 deep_forensics.py <orders.csv>

Pipeline