Backtest auditing for independent quants
Audit your backtest before you trust it.
Every result states what was checked, what was not, and why it matters.
Inside the software
The desktop app, tab by tab.
Click the tabs. Every audit family states what it needs, what it found, and what it refuses to conclude without the missing input.
Hello Marc.
Pick up an audit, or load a new return series.
Nine independent checks
Eight target the strategy. One targets the audit itself.
Combinatorial audit
Ranks every variant across recombined splits, so a winner cannot be the product of one lucky partition.
Check 01 of 09Multiple testing
Judges the surviving variant against the full number of attempts that produced it.
Check 02 of 09Sequential testing
Detects monitoring and stopping choices that quietly distort the statistics.
Check 03 of 09Data leakage
Finds future information used in a simulated past decision.
Check 04 of 09Researcher degrees of freedom
Tracks the small choices that can manufacture a result on one dataset.
Check 05 of 09Regime change
Tests whether the tested period holds one market behaviour, or several.
Check 06 of 09Audit self-check
Makes each detector prove it still catches the faults it claims to catch.
Check 07 of 09Transaction costs
Checks both the stated assumptions and the cost the engine actually applied.
Check 08 of 09Implementation risk
Surfaces silent conventions that make two correct engines disagree.
Check 09 of 09How it runs
From raw run to a finding you can rerun.
Supply the trade ledger, equity curve and the assumptions used by the backtest.
A named, traceable audit case.
Check schemas, dates, costs and missing evidence before statistical tests begin.
Ready, blocked or incomplete. Never silently accepted.
Run the eight audit families. Apply the detector self-test gate to every positive result.
A register of passed, failed and unknown checks.
Open a finding with its source, evidence, impact, remaining unknown and required correction.
A finding that explains what to change and why.
Fix the input or configuration, then repeat the same audit against the revised run.
A before-and-after evidence trail.
Planned access
Recurring plans and a lifetime licence.
Starter
The two core overfitting checks plus the audit self-check, with unlimited audits.
- Combinatorial audit
- Multiple testing
- Audit self-check
Pro
The whole overfitting family, regime-change detection and the audit self-check.
- Combinatorial audit
- Multiple testing
- Sequential testing
- Regime change
- Audit self-check
Max
All nine checks across the four families, with unlimited audits.
- Every checks*Combinatorial auditMultiple testingSequential testingData leakageResearcher degrees of freedomRegime changeAudit self-checkTransaction costsImplementation risk
Lifetime
The same nine checks and unlimited audits, paid once and kept for good.
- Every checks*Combinatorial auditMultiple testingSequential testingData leakageResearcher degrees of freedomRegime changeAudit self-checkTransaction costsImplementation risk