Validate a signal
Validation is the core product: your signal goes through the full battery and comes back with a structured verdict. Three input shapes are accepted — a returns series, an equity curve, or a trade list. Issue a certificate separately when the result needs a signed, portable artifact.
What do I send to validate a trading signal?
JSON with your series and its timestamps, plus minimal context (instrument class, intended trading frequency, costs assumption if you have one). The demo endpoint uses the identical shape — inspect a golden specimen file to see it: what the specimen contains is exactly what you would send about your own signal.
How is the signal tested?
The battery runs the four gate families in order: net edge after realistic costs → deflation for every variant your family has tried → a placebo trial against 500 random twins → capacity and robustness attacks. The verdict names the first gate that killed it.
Why does re-testing a tweaked strategy cost statistical power?
Variants of one idea share one statistical budget. Testing „the same signal but with lookback 21
instead of 20" is not a fresh signal — and pretending it is would be exactly the
overfitting trick the battery exists to catch. A variant
is still a full call at the amount in
the live pricing registry, and it still adds to
the family's budget (n_trials_effective) — pricing may change; the statistical
accounting does not. When the family has been tried too often, the honest answer about another tweak
is already fail (deflated_out_at_n=N) — we tell you instead of taking your money for theater.
Is my strategy stored?
Your raw inputs, rules and code are processed for the trial and not retained. What the ledger keeps, per trial: a one-way fingerprint, the verdict with its cause of death, summary statistics (Sharpe, sample length, test period), a 32-number compressed sketch of the return profile — it powers the family accounting and is far too coarse to reconstruct trades or rules — and the family's structural label with its parameter coordinates (window sizes, horizon) for the anonymised graveyard. The one deliberate exception: a spec you pre-register is stored in full, because sealing a claim means storing it. Details: trust.