AlphaAssay $ test my signal
SIGNAL VALIDATION · FOR AI AGENTS AND THE PEOPLE WHO RUN THEM

A thousand signals promise an edge. Most are noise. Is yours?

AlphaAssay puts every signal on trial — out of sample, against chance, against overfitting — and returns a structured verdict with named failure codes. When the result needs to travel, issue a separately signed certificate. Proof, not promises.

bucketedevaluated mature-registration population; status remains accumulating/insufficient_history
demote-onlyevidence never inflates a grade
ed25519offline raw-signature evidence detects changed signed bytes; full trust also needs an independently pinned root, signed trust bundle and complete key/revocation history
HAVE AN AGENT? Hand it one prompt. Paste into Claude Code, Cursor or ChatGPT — it wires AlphaAssay into your pipeline. read the prompt
TRY THE MATH

How many of your backtests survive honest math?

After enough tries, a great-looking Sharpe ratio is mostly selection luck. The Deflated Sharpe Ratio prices exactly that — run yours in the browser, nothing uploaded.

$ try the calculator

deflated sharpe · same Sharpe, more tries
observed Sharpe  1.8   (3y daily)

 trials    DSR
   1      ≈ 1.0    a single honest test
  10      ≈ 0.94   a weekend of tuning
  50      ≈ 0.80   „I tried a few things"
 200      ≈ 0.64   selection luck
METHODOLOGY · NO ORACLE

Others tell you if. We tell you what broke.

A no without a finding is an annoyance. A no with a finding is a shortcut — it saves the most expensive thing you own: weeks of searching in a dead direction.

how the trial works

diagnosis — strat_4217 · illustrative

The 600 tries below are not this caller's own: n_trials_effective is inherited from the anonymised family ledger, where every recorded attempt at the same signal family counts against one shared budget — which is why a first call can already fail deflation.

{
  "schema": "gauntlet.v1",
  "verdict":     "fail",
  "died_at":     "family_deflation",
  "failure_codes": ["deflated_out_at_n=600"],
  "stages": [
    { "stage": "net_edge", "verdict": "pass",
      "evidence": { "net_sharpe_annualized": 3.11, "trades": 184,
                    "bars": 380, "net_return_total_pct": 41.7 } },
      // 380 daily bars ≈ 18 months: a high Sharpe on a short window
    { "stage": "funding_edge", "verdict": "skipped",
      "evidence": { "reason": "no perpetuals in book" } },
    { "stage": "family_deflation", "verdict": "fail",
      "evidence": { "dsr": 0.31, "cumulative_n": 1, "variants_in_call": 1,
                    "n_trials_effective": 600,
                    "effective_n_method": "family_ledger",
                    "killed_by": "deflated_out_at_n",
                    "family_verdict": "deflated_out" } }
      // over 18 months, the best of 600 recorded family tries is expected to look
      // about this good by chance alone — so 3.11 buys only dsr 0.31, not a pass
    // + power_honesty, significance, cpcv, walk_forward, concentration, placebo, capacity, graveyard_prior
  ],
  "budget": { "cumulative_n": 1, "n_trials_effective": 600 }
  // cumulative_n = your own submissions; n_trials_effective counts the whole family's recorded tries
}
THE PUBLISHED RECORD

Most signals fail. That is not our opinion.

Decades of peer-reviewed finance say most profitable-looking strategies are selection noise, not skill. Before your edge risks a cent, that is the base rate it is up against — and the published record we built the battery on.

„Most claimed research findings in financial economics are likely false."HARVEY, LIU & ZHU · REV. FINANCIAL STUDIES 2016
Published strategies lose over half their returns — ≈−26% out-of-sample, ≈−58% post-publication.McLEAN & PONTIFF · JOURNAL OF FINANCE 2016
A few dozen tries manufacture „great" backtests out of pure noise — overfitting is mathematically guaranteed.BAILEY, BORWEIN, LÓPEZ DE PRADO & ZHU · AMS 2014
Of ~2.1 million systematically tested strategies, almost none survive correct multiple-testing correction.CHORDIA, GOYAL & SARETTO · RFS 2020

what the published record says

TRUST

No trading arm. Retention disclosed.

T1

Your strategy stays with you

Validation runs keep no raw inputs, rules or code — only a one-way fingerprint, the verdict with its cause of death and coarse trial statistics. The one sealed exception is disclosed, not hidden.

T2

No honeypot

Our verdicts can devalue a signal, never crown one. There is no list of winners to raid.

T3

No trading arm

No exchange access, execution, custody, broker or order path exists in the service. Pre-registration storage remains disclosed separately.

retention and no-trading boundaries · the complete retention inventory

Was your edge ever real?
Find out before it costs you.