Kevin’s systematic approach melds rigorous quantitative testing with pragmatic risk management and monthly maintenance protocols. By enforcing single-pass optimizations, extensive real-time validation, and lean portfolio sizes, he constructs a robust trading framework designed for consistency and longevity. Advanced traders can draw from his workshop principles to refine strategy design, navigate common back-testing pitfalls, and build diversified, adaptive portfolios capable of weathering market uncertainties.Topics: Strategy Design PrinciplesWalk Forward Analysis: Best Practices and Common MistakesRobustness Testing Beyond Walk ForwardTech Stack and Automation ToolsPortfolio Construction ProcessMonthly Maintenance and RebalancingRisk Management and Psychological PreparednessPerformance Benchmarks and Goals

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