A system is more than an entry signal. To be testable it needs five parts: the universe it trades, the trading-signal that triggers, the position-sizing rule, the exit rules including stops, and the portfolio-level limits that stop it taking twenty correlated positions at once.
Most published strategies specify only the first two and leave the rest to the reader. That is why the same idea can show a 1.6 sharpe-ratio in one write-up and lose money in another: the sizing and exit rules did the work.
Example: buy the S&P 500 when it closes above its 200-day average is an idea. Buy it with 100% of equity, exit on a close below, rebalance monthly, cap at one position, is a system, and can be tested.
Related: rule-set, trading-signal, position-sizing, backtesting