[Laboratory Development Perspective] The market's "pain" revealed by search data and the philosophy of logic development that accompanies it

The True Pain in System Operation Revealed by Data Extraction

In developing system trading, the most common trap is “the developers’ own predictions.” Recently, to eliminate this bias, we used a search engine suggests API to quantitatively extract the market demand for EA and automated trading. The sole purpose was to understand the market’s “true pain” as a fact.

The extracted data presented an extremely high-resolution despair. The market’s greatest search demand was not for forward-looking explorations like “EA logic,” but rather strong dissatisfaction with infrastructure and environmental factors such as “slippage,” “environment recognition,” and “no execution.” Furthermore, there was a clear emergence of resignation toward over-optimization (curve fitting) of past data, such as “backtesting means nothing” and “it’s designed to prevent winning.”

They are exhausted from being deceived by the beautiful, right-skewed graphs of backtests. They have already realized the fact that no matter how precise the entry logic is, its edge can be easily eroded by real-world slippage and order match discrepancies.

Development Philosophy and Process Design That Align with Pain

What Semura Lab. places the greatest importance on in logic development is precisely preparing technical answers to this “pain.”

It is easy to build logic assuming a perfectly sterile environment with zero spread and zero slippage. However, once dumped into a noisy, real-world operation environment, such a fragile system collapses. To accompany the pain of the target—“the gap between backtesting and real operation”—the logic itself must be designed to tolerate environmental stress and survive.

Therefore, in our development process, we remove “predictions,” and make Walk Forward Analysis (WFA) the core of development. Instead of fitting parameters to a past period (curve fitting), we strictly split data into optimization and unseen periods, moving the system forward while repeatedly testing. We thoroughly evaluate how the logic adapts to and breaks under an unknown future market.

The goal is not to create beautiful backtests, but to extract robustness that can withstand real-world noise and unknown markets. This is Semura Lab.’s development philosophy: to face the market’s pain with robustness.

A Product That Realizes the Philosophy and Beyond

Currently, the products Semura Lab. offers are one glimpse of this philosophy of “fact-based process design.”

This is not merely a magical tool; it is the result of research that directly responds to the market’s pain of environmental fragility and resignation toward over-optimization with logic. Through the brutal filter of WFA, it presents one solution that has been pared down to operate in real environments with reduced noise.

There is no “Holy Grail” in system trading that guarantees absolute victory. However, it is possible to accurately grasp the market’s pain and continually build logic that can endure it in a logical yet stubborn manner.

Semura Lab. will continue to pursue truly fact-based development from the perspective of process-design engineers who remove predictions. The logics currently offered are milestones in an endless optimization process, and we will continue to seek the essential, pain-relieving, robust solutions for traders in system trading.