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Validate your strategy

Pressure-test a quant or LLM-augmented strategy before paper-trading or production.

The calculators, in order

  • Start here Backtest Overfitting Score

    Upload a backtest trade log and compute Probability of Backtest Overfitting (PBO), Deflated Sharpe Ratio, and the odds your edge survives live trading.

  • Then Walk-Forward Validator

    Upload a returns CSV. Rolling or expanding IS/OOS windows, per-window Sharpe, walk-forward efficiency, and a concatenated OOS equity curve. Catches regime.

  • Then Calibration Dojo

    Train your probabilistic intuition. Answer binary forecasting questions at any confidence level; track Brier score and reliability curve over time. All.

  • Then Kelly Criterion Calculator

    Size positions with full, half, quarter, or eighth Kelly and stress-test the choice with a drawdown Monte Carlo simulator. Client-side. Private by default.