Is your backtest real, or luck?
Most backtests are the best of many tries. Deflated runs the published tests that correct for that, and tells you in plain English whether the edge survives. Free, in about a minute.
What it checks
Deflated Sharpe ratio
Confidence the edge is real after correcting for how many variants were tried and for fat tails.
Probability of overfitting
How often the best in-sample variant falls below the median out of sample, across thousands of splits.
Minimum track record
How many years of data this Sharpe ratio needs before it can be told apart from luck.
Edge versus tuning
Whether the edge belongs to the strategy idea or only to the settings that happened to look best.
Five-year stress test
Thousands of resampled futures: the bad case, the chance of losing money, the drawdowns to expect.
Shareable, signed report
Each report carries an ID that changes if a single number is altered.
We audited our founder's own strategy first
ORION, a leveraged-ETF rotation strategy, tested against 180 variants of itself. The edge held up. The tuning didn't, and the report says so.