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How to stress-test a strategy against trading costs and turnover with Alpha Research OS

Check whether a strategy's edge survives higher transaction costs and heavier trading.

Who it is forA portfolio analyst who has a candidate strategy and needs to know whether its returns depend on cheap trading assumptions.

The problemA strategy that looks strong at low costs can lose its edge once realistic transaction costs and turnover are applied.

The outcomeA cost and turnover view of the strategy that shows how returns and turnover change as costs rise, next to equal-weight and momentum baselines.

What you need first

  • Python 3.11 to 3.13 on macOS, Linux, or Windows through WSL2
  • The uv package manager
  • A daily OHLCV CSV with columns date, symbol, open, high, low, close, volume, covering 3 to 100 assets and at least 468 common trading days for default research settings
  • An authenticated Codex CLI, or an API key and model ID for a DeepSeek, Gemini, Ollama, or custom compatible endpoint

Steps

  1. Run uv sync --locked and then uv run alphaos serve in the repository folder.
  2. Open http://127.0.0.1:8765 and load a dataset that already has a candidate strategy from a completed research run.
  3. Open the analysis view and check the equity, drawdown, and turnover charts for that strategy.
  4. Change the one-way cost setting and compare the returns with the equal-weight and momentum baselines at each cost level.
  5. Apply an executable turnover constraint if you want to test how a tighter trading limit changes the results.

Prompt for your agent

In the AlphaResearchOS workbench, take the strategy named <strategy-name> and rerun its analysis at one-way cost levels of <cost-levels>. Return a table of total return, Sharpe ratio, and average turnover for each cost level and baseline. Verify that the baselines use the same cost setting as the strategy at each level.

Caveat. The README describes cost and turnover analysis as features, but it does not state the exact cost model used beyond the benchmark's 10 bps and 40 bps one-way settings.

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