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backtest-reality-check

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    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables statistical validation of trading strategy equity curves via MCP, providing probabilistic and deflated Sharpe ratios, minimum track record length, regime-conditional performance attribution, and self-attack controls.
      6 npm
      MIT
    • A
      license
      B
      quality
      A
      maintenance
      Verify a number before an agent asserts it — a Deflated Sharpe Ratio for backtest, plus eval-gap, subset-win, and judge-bias checks, with signed receipts anyone can verify offline.
      34
      MIT
    • A
      license
      Not graded
      quality
      D
      maintenance
      Enables quant traders and researchers to test whether a strategy's edge is genuine or an artifact of testing many variants, via Probability of Backtest Overfitting, Deflated Sharpe Ratio, Minimum Backtest Length, and purged/embargoed cross-validation splits.
      MIT
    • A
      license
      Not graded
      quality
      D
      maintenance
      Enables statistical validation of whether a trading backtest’s edge is real using bootstrap-resampling and reshuffling Monte Carlo methods, including confidence intervals, drawdown-path percentiles, expected value calculations, and prop-firm challenge pass-probability simulation. It also compares multiple win-rate/risk-reward geometries by simulated pass rate.
      MIT
    • A
      license
      A
      quality
      C
      maintenance
      Most trading signals are noise. AlphaAssay puts them on trial — deflated Sharpe, out-of-sample, leakage forensics — and returns signed pass/fail verdicts anyone can verify. Methodology audits, not investment advice.
      17
      Apache 2.0
    • A
      license
      Not graded
      quality
      C
      maintenance
      Grades prediction market trade logs to determine if a strategy has a statistically significant, fee-adjusted edge using out-of-sample holdout, returning a signed verdict.
      36 npm
      MIT