Quantitative Researcher for Forex Strategy Back

I’m looking for a quantitative researcher or applied mathematician with forex backtesting experience to evaluate and refine an existing strategy. The objective is to determine whether we can achieve 5–10 filled trades per week across six currency pairs, with a minimum 3:1 reward-to-risk ratio and a target 60% win rate. I also want to compare 3:1 and 4:1 targets. These are research targets to validate. The pairs are EUR/USD, GBP/USD, USD/CAD, USD/CHF, AUD/NZD and EUR/CHF. I have a blueprint covering previous-day high/low reversals and mean-reversion setups using pending limit orders. Scope Translate the blueprint into precise, reproducible trading rules. Source and clean historical bid/ask data. Backtest each pair and the combined portfolio with realistic trading costs and order fills. Assess win rate, weekly frequency, net expectancy, drawdowns and losing streaks. Account for correlated positions and validate the final rules on unseen data. Deliver working code, complete trade logs and a clear report explaining the findings. Required experience Strong statistical analysis, Python or comparable programming skills, and practical experience modelling forex execution. Please include a relevant project example. Project structure Start with a paid pilot to agree on the rules, verify data quality and review sample trades. The full study will follow through separately priced milestones. Please include your proposed approach, data source, estimated timeline and price for the pilot and full project. Confirm whether you can manage the work from data acquisition through final analysis. Payment is based on rigorous work and agreed deliverables, regardless of whether the strategy meets the performance targets.