Most strategy tools hurry from an attractive backtest to deployment. ThorAlpha inserts a deliberate paper-observation stage between them. That stage reveals problems a chart cannot: late signals, confusing rules, concentration creep, repeated overrides, and poor reactions to losses.
Backtests answer only one question
A backtest estimates how fixed rules would have behaved on selected historical data. It does not prove that the idea is durable, that future data will resemble the sample, or that a person will follow the rules.
Use paper trading as forward evidence
Define the expected signal, risk budget, invalidation condition, and minimum observation period before the first paper order. Record every simulated decision. The objective is not to produce a perfect score; it is to discover whether the process is understandable and repeatable.
Create one strategy with a single entry rule, one exit rule, and a maximum allocation. Observe it without changing the rules for ten signals.