What should you validate before you turn a raw score into a position size?

The most useful ways to evaluate turn a raw score into a position size are the ones that show whether it still works after costs, timing, turnover, and portfolio context are included, not just whether one chart looks cleaner in hindsight.

That usually means asking whether turn a raw score into a position size improves the decision after friction, not just whether it makes one in-sample score look impressive.

The right metrics depend on what turn a raw score into a position size is supposed to control, but they should all connect back to whether the downstream trading rule becomes more robust, more scalable, or more honest about its limits.

Even a clean evaluation can hide fragility if the benchmark is weak, the assumptions are too generous, or the apparent improvement disappears once signal and portfolio design has to interact with the rest of the portfolio. That is why evaluation should end with a simpler counterfactual, not just a better chart.