reconcile_backtest
Compare a backtest's claimed Sharpe ratio with live returns to determine if the edge survived. Returns HELD, DECAYED, or BROKEN status.
Instructions
The accountability oracle: did a backtest's claimed Sharpe survive contact with LIVE returns? Feed the claimed per-period Sharpe and the realized live returns; numguard tests whether the realized Sharpe is consistent with the claim (Mertens/Lo SE) and returns HELD / DECAYED / BROKEN + how much of the edge survived. Turns a backtest receipt into an accountable track record — the number made a promise; this is whether reality kept it. Receipt-able (kind 'forward_check').
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| api_key | Yes | Your metering key — any stable string identifying you; it tracks your free-tier calls and prepaid credit balance. | |
| claimed_sr | Yes | The per-period Sharpe the backtest CLAIMED. | |
| periods_per_year | No | Periods per year for annualization (252 daily). | |
| realized_returns | Yes | The strategy's actual LIVE per-period returns since the claim. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| p_below | No | One-sided p that realized is this far below the claim by chance (small = the backtest overstated). | |
| verdict | No | ||
| survives | No | True if the claimed edge HELD in live returns. | |
| live_periods | No | ||
| verdict_label | No | HELD / DECAYED / BROKEN. | |
| claimed_sharpe | No | ||
| realized_sharpe | No | ||
| edge_survived_pct | No | % of the claimed edge realized live. |