Casey Score Index (CSI)
The CSI is AlgoChef's master composite score. It combines Profitability (P), Risk (R), and Confidence (C) into a single 0–100 number using a proprietary weighted formula, with safety mechanisms to flag dangerous strategies.
The formula ensures that a zero in any component pulls the entire score down — you can't compensate for terrible risk with great profitability.
Safety Mechanisms
Beyond the composite formula, the CSI includes multiple layers of protection to ensure the final score reflects real-world tradability. These include circuit breakers that cap the score when fundamental problems are detected, priority gates that let a critically weak sub-score override the composite result, and quality warnings that flag concerns for manual review.
Examples of conditions the CSI guards against:
- Insufficient trades — a strategy without enough history can't be scored reliably
- Excessive drawdown — severe capital loss disqualifies a strategy regardless of other metrics
- No statistical edge — if returns show no real profitability, the score is forced into the Failed tier
If any sub-score is critically low, it can override the composite formula so that a single strong dimension never masks a dangerous weakness.
CSI Tiers & Position Sizing
The CSI maps to four tiers, each with a recommended position sizing allocation:
| Tier | Score Range | Status |
|---|---|---|
| Excellent | 80–100 | Tradable — full allocation |
| Good | 60–79 | Tradable — reduced allocation |
| Caution | 40–59 | Monitor closely — minimal allocation |
| Failed | 0–39 | Do not trade — no allocation |
Tip
The CSI is only as strong as its weakest sub-score. Check your Profitability, Risk, and Confidence scores to find what's holding it down.
Tip
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