Is your backtest real — or overfitted?

Upload your trade log. 4 statistical tests. Verdict in 10 seconds.

Free: 3/month · Pro: unlimited ($29/mo)

Strategy Validator

Is Your Strategy Real?

Upload your backtest results. Get a rigorous statistical validation — Deflated Sharpe, Walk-Forward, Regime Analysis, and CPCV. Know before you risk capital.

Drop your CSV file here, or click to browse

Supports daily returns CSV or QuantConnect trade logs

CSV Format

Strategy Name

Strategies Tested

How many strategy variants did you test? (affects DSR)

Your data stays in your browser. Nothing is stored.

What is Strategy Validation?

Most backtested strategies fail in live trading because they are overfit to historical data. Strategy Validation applies rigorous statistical tests to determine if your edge is real or just noise. We test for multiple-testing bias, out-of-sample stability, regime robustness, and cross-validation consistency.

The Four Tests

Deflated Sharpe Ratio

Adjusts your Sharpe ratio for the number of strategies you tested. If you tried 100 variants, a Sharpe of 1.5 might just be luck.

Walk-Forward Analysis

Splits your data into rolling windows of in-sample and out-of-sample periods. Tests if the strategy generalizes beyond the data it was trained on.

Regime Analysis

Evaluates performance across different market conditions — low/medium/high volatility and trending/ranging regimes. A real edge works in multiple regimes.

CPCV (Cross-Validation)

Combinatorial Purged Cross-Validation tests every possible train/test split. The gold standard for detecting overfitting in trading strategies.

Strategy validation is not financial advice. Statistical tests have limitations. Use results as one input in your decision-making process.