Survivorship-bias audit
survivorship_auditRuns your backtest spec twice: once on the point-in-time universe (delisted companies included while they traded, the honest result) and once on only the names still trading today (what a backtest on a current ticker list does). Returns both stats and the inflation in CAGR and Sharpe that survivorship bias adds. Use universe 'top500'|'top1000'|'top3000' or a symbol list. Costs one backtest.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| spec | Yes | Backtest spec, same as run_backtest. | |
| as_of | No | Point-in-time cutoff (YYYY-MM-DD). Nothing dated after this is returned, preventing look-ahead bias. Defaults to today (UTC). |