The difference between having edge and thinking you do
Every winning backtest curve has a percentage of luck baked in. The right statistics tell you if it was 5% — or 95%. You don't need to work on your mindset to execute something that mathematically can't work. First, verify the edge is real.
Five filters. One question: is your edge real?
Each mode attacks overfitting from a different angle. If your strategy survives all five, it wasn't luck — it's a system. If it falls on one, better to know it here than with real money.
Single Pass
The classic backtest, done right: Sharpe López de Prado (daily × √252), not the inflated MT5 version. Metrics comparable to the literature, not to influencers.
Walk-Forward Analysis
Train on window N, test on N+1, slide. The Out-Of-Sample Sharpe tells you if your strategy generalizes or just memorized the past.
DSR — Deflated Sharpe Ratio
Penalizes Sharpe for the number of configurations tested. The metric that separates the quant from the one who tortures data until it confesses.
Multiverse (1k scenarios)
Reorders your trades 1,000 times. Draws percentiles 5, 50 and 95. Your single curve stops being destiny — it's one of many possible.
Genetic Optimizer
Evolution with crossover and mutation. Finds optimal parameters without testing combinations blindly for days.
Funding Challenge sim
Real rules from Topstep, FTMO, MFF, FundedNext. Know if you'd pass the evaluation before paying a single fee.
Twenty indicators. Zero decoration.
Three traders. One engine.
Discretionary → systematic
Your intuition has years of screen time. Here you turn it into testable rules — and prove, or disprove, your edge with numbers that aren't up for debate.
Prop firm hunter
Topstep, FTMO, MFF, FundedNext. Funding Challenge sim tells you if you'd pass the evaluation. Before paying the fee. Before burning the month.
Junior quant
The same metrics that come out of López de Prado's books. Without building a Python stack or spending three months on infrastructure.
Edge first. Mindset second.
Your Sharpe can be fake. Your Profit Factor too. The tools that separate noise from signal — and save you years working on something that statistically couldn't work.
Verify my edge nowSingle pass from FREE. Walk-Forward, Multiverse, Optimizer and Monte Carlo from PRO plan.