validate
EdgeProof — paid backtest reality-check. Submit a strategy's realized returns (or trade rows) — NOT the strategy itself — and get a verdict: likely_real / borderline / overfit_or_noise. Scored with the Deflated Sharpe Ratio (haircut for the number of variants tried), a sign-flip permutation test against a coin-flip null, and purged k-fold out-of-sample decay. Include 'coin' and 'ts'/'timestamp' on each trade row to also get a concentration jackknife (does the total sign flip once you exclude the single best trade or single dominant coin) and a BTC-regime overlay (does the sign differ inside vs outside a BTC melt-up window) under a 'concentration_and_regime' key — the same mechanical audit this platform's own trading tapes are held to. Inputs are not retained beyond a redacted audit hash.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| trades | No | Alternative to 'returns': rows with a return field (ret/pnl/net_bps) and optional 'coin'/'ts'/'entry'/'exit' fields. | |
| k_folds | No | ||
| n_perms | No | ||
| returns | No | Per-trade (or per-period) realized returns. | |
| agent_id | No | Optional caller agent ID | |
| n_trials | No | How many strategy variants/params you tried before selecting this one. Be honest — more trials = bigger Deflated-Sharpe haircut. | |
| trial_sharpes | No | Optional: Sharpes of all variants tried → exact DSR variance. | |
| periods_per_year | No | Optional, for annualized-Sharpe display only. |