backtest-overfitting

Is your backtest real? Deflated Sharpe Ratio, backtest-overfitting (PBO) and lookahead checks with measured false-positive rates. Works with vectorbt, backtesting.py and TradingView.

Open-source quantitative portfolio optimization, risk analytics, and anti-overfitting strategy certification in Python. The research core of the CPZAI systematic trading operating system.

Backtest overfitting audit for factor research: probability of backtest overfitting (PBO), deflated Sharpe ratio, point-in-time data, purged walk-forward. Searches published factor libraries and reports what actually survived costs.

GitHub Action that checks a trading backtest in CI with the deflated Sharpe ratio, adjusted for how many strategies were tried, through canlicapital.com's free validation API, and writes the receipt to the job summary.

Pre-registered, adversarially audited case study: why past-performance selection does not transfer out of sample (crypto perps, 2018-2026)

MCP server that catches fake backtests before you trust them: deflated Sharpe ratio, backtest overfitting (CSCV/PBO), data-snooping tests (White's Reality Check, Hansen's SPA), lookahead checks and pipeline placebos. 20 tools for Claude, Cursor and any MCP client; on npm, the MCP Registry and hosted at canlicapital.com/mcp.

The Null Zoo: Monte Carlo study of the size and power of backtest-overfitting corrections (deflated Sharpe ratio, haircut Sharpe, bootstrap) on synthetic strategy searches with known ground truth.

Controlled evaluation of false discoveries in autonomous financial research, with frozen evidence and reproduction tooling.

A backtest overfitting toolkit: probabilistic and deflated Sharpe ratios, probability of backtest overfitting, purged cross-validation and multiple-testing haircuts.

Prove a trading backtest is real without revealing the strategy. Zero-knowledge (STARK) verification of backtest honesty: enforce the Deflated Sharpe Ratio, committed trial ledger, in-circuit. Reproduce a live credential to the digit.

코스피·코스닥 알파 심사 프레임워크 — 개별 트레이드 분포로 판정하고 랜덤 음성대조·purged CV·Deflated Sharpe 를 CI 가드레일로 강제. 기각 판정문까지 공개한다 · Alpha validation framework for KOSPI/KOSDAQ

Canli Capital: open quant research where every number links to the file behind it, failures included. Free backtest validation (deflated Sharpe ratio, overfitting and data-snooping tests) by API and three MCP servers, SEC fundamentals point in time, and the ALPHAC research record.