deflated-sharpe

Fast exact grid search and backtesting of moving-average crossover strategies, with vectorized evaluation and multiple-testing-aware Sharpe diagnostics.

Adversarial backtest validation for trading strategies. Runs your parameter sweep so it knows the real trial count, then spends six tests trying to prove the result is noise: lookahead detection, cost breakeven, Deflated Sharpe, PBO, permutation, regime concentration.

미국주식 팩터 엔진 + ETF 전술배분 검증 — point-in-time·생존편향 보정 데이터 위에서 워크포워드를 Deflated Sharpe·PBO 로 게이팅. 채택만이 아니라 기각도 함께 공개 · US equity factor engine with walk-forward validation

An autonomous anime quant research office — chibi researchers hunt for alpha behind deflated-Sharpe gates while you rule the desk as the BOSS. Doubles as a live desktop wallpaper.

Statistical tests for whether a backtest means anything: deflated Sharpe, PBO, purged CV, reality checks, attestation verification.

Institutional-grade backtest overfitting diagnostics: Deflated Sharpe, PBO/CSCV, Reality Check, Monte Carlo, hold-out decay, parameter plateau. One command, one score, every test cited.

Honest Lopez de Prado-style validation harness: Deflated Sharpe + Combinatorial Purged CV + alpha/beta + bootstrap — kills false 'beta illusion' edges before risking capital.

Adversarial statistical validation of trading track records — Deflated Sharpe, five-tier cost stress, selection-bias screens. Verdict: REAL / FRAGILE / THIN / OVERFIT.

A 股量化交易系统：数据 / 因子 / 回测 / 风控 / API / 前端全链路，含 CSCV·PBO·Deflated Sharpe 防过拟合框架。工程完整，但策略已自证为负——当诚实的复现包用。

A trust-first check for cross-sectional trading signals: does your edge survive the truth? Calibrates itself on known-truth controls, then runs Deflated Sharpe, permutation, and IC-vs-P&L diagnostics.

Honest backtest harness with a measured detector: leakage-safe CPCV, Deflated Sharpe, PBO, realistic costs, mechanical PASS/KILL verdict. Strategy audit CLI + verdict API.

Honest out-of-sample evaluation for trading strategies: purged walk-forward splits, deflated Sharpe, and permutation tests on position timing.

Every trading strategy & indicator — tested, with a verdict on what actually works. Anti-overfitting validated. Companion: raphael2025/deflate, raphael2025/experiment-encyclopedia.

Pre-registration and honest statistics for trading research: trial ledgers, deflated Sharpe, clustered inference, leak detection, fill realism.

Do classic futures risk premia, and a tuned ML challenger, survive after costs? Six method families and two LightGBM variants, one accounting engine, one cost model, one out-of-sample read, on 16 CME roots from 2010 to 2024Q1. Findings memo, committed tables, reproducible pipeline.

Backtest-integrity auditor — is your edge real or overfit? Deflated Sharpe, PBO, cost break-even, one Robustness Score. Experiment tracker with hash-chained ledger + live drift monitor. MCP-native, 396 tests.

Offline-first news-sentiment alpha with overfitting-aware backtesting: Deflated Sharpe Ratio, purged walk-forward CV, transaction costs, event studies.

Is your backtest overfit? deflate runs the anti-overfitting gauntlet — Deflated Sharpe, PBO, placebo, bootstrap, walk-forward — and gives you a verdict. Powers every entry in raphael2025/trading-strategy-encyclopedia.

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

Systematic honest strategy research: deflation/PBO-gated backtests, a structural-friction discovery engine, and an intraday day-type framework. Companion to backtest-overfitting.