Financial engineering through mathematical rigor: Canadian funds, tax arbitrage & quantitative algorithms
Compare Series A vs F MER fees and TSX ETFs across Canada's 7 major financial institutions (Big Six + Desjardins), optimize RRSP/FHSA tax arbitrage, and audit algorithmic strategies without statistical bias.
Official CIFSC & TSX data · 11 mathematical tools · Zero conflict of interest
Full coverage across Canada's 7 major financial institutions
Mutual funds (Series A / Series F), managed portfolios, and TSX-listed ETFs
A score built to reduce validation bias, not to flatter you
Most backtest platforms prove you right. TrueVerdikt does the opposite: it actively tries to break your strategy before the market does it for you. That's the only way to know if your edge is real.
Academic rigor
Deflated Sharpe Ratio (Bailey & López de Prado), purged CPCV, Lo's autocorrelation adjustment. The real formulas, not marketing approximations.
Translated to plain language
A DSR of 0.62 never shows up alone: always paired with an actionable verdict and concrete recommendations to fix it.
Cautious by design
A catastrophic drawdown blocks the GO, whatever the Sharpe. The score sees risk, not just average performance.
Far beyond the Sharpe ratio
Deflated Sharpe Ratio
Adjusts the Sharpe for how many variants you tested — anti-overfitting.
Purged CPCV
Stability measured across all combinatorial splits, not one lucky split.
Regime stress-test
Does your edge survive high volatility, or only when markets are calm?
Tail risk
Max drawdown, 95% CVaR, Sortino, skew/kurtosis — the risk the Sharpe ignores.
Position sizing
Fractional Kelly weighted by statistical confidence: with how much capital?
Verifiable badge
Every verdict is signed and shareable, without ever exposing your raw returns.
Drift Score
Is your live edge already diverging from the backtest? Automatic alert before it becomes obvious (Pro).
Portfolio analysis
Two GO strategies can be correlated and concentrate risk more than it appears separately.
Analyses, tutorials and tools
Canadian Investment Funds: How Big Six Bank Management Fees (MER) Silently Drain Your Portfolio (and How to Compare Them)
A 2.05% MER on a retail Series A bank fund erases up to 37.4% of your terminal wealth over 25 years. Explore our Canadian Investment Funds Comparator across the Big Six banks to audit Series A vs. Series F and ETF fees in real time.
Why the Sharpe ratio isn't enough to judge a strategy
A high Sharpe can hide a catastrophic drawdown or pure luck from multiple trials. Here are the blind spots of the most-used ratio in quant finance, and how to fill them.
Data-snooping in trading: the beginner quant's #1 trap
Testing 1000 variants then keeping the best guarantees a nice backtest… and a live letdown. Here's how to spot data-snooping and protect yourself with the Deflated Sharpe Ratio.
Tech & Finance ebooks & guides
Practical guides to go from backtest to real capital, written by practitioners.
2026 Strategic Playbook: Optimizing RRSP + FHSA & Real Estate Tax Arbitrage
Portefeuille
2026 Strategic Playbook: Optimizing RRSP + FHSA & Real Estate Tax Arbitrage
€49
Excel & Notion Financial Model: Canadian Real Estate Acquisition & Stress-Test
Macro & Risque
Excel & Notion Financial Model: Canadian Real Estate Acquisition & Stress-Test
€49
Custom Portfolio Audit: Canadian Mutual Fund MER Elimination & ETF Transition Blueprint
Portefeuille
Custom Portfolio Audit: Canadian Mutual Fund MER Elimination & ETF Transition Blueprint
€79
7 Costly Mistakes with RRSP & FHSA in Canada: The Tax Arbitrage Checklist
Portefeuille
7 Costly Mistakes with RRSP & FHSA in Canada: The Tax Arbitrage Checklist
Free
Ready to know the truth about your strategy?
Free to start. No card required.
11 specialized tools for every wealth and quantitative decision
From Canadian bank MER fee comparators to statistical Alpha Decay detection on algorithmic backtests.
Canadian Wealth & Savings
4 toolsBig Six + Desjardins, tax arbitrage & real estate
Audit Series A vs F MER fees across Canada's 7 major institutions, optimize RRSP/FHSA tax arbitrage, and stress-test real estate decisions.
Mutual Funds & ETF Comparator
Series A vs F MER fee analysis and TSX ETFs across 7 banks.
RRSP vs FHSA Simulator
Tax arbitrage, $60,000 HBP and marginal tax brackets.
Canadian Mortgage Calculator
Amortization with Canadian semi-annual compounding.
Buy vs Rent Calculator
5% rule and mortgage renewal stress-test (+200 bps).
ETF Allocation & Portfolios
3 toolsIndex portfolio construction, rebalancing & fee audit
Build tailored index ETF allocations, rebalance via cash flows with zero tax drag, and run AI diagnostics on portfolio diversification.
ETF Portfolio Generator
Tailored index allocation matched to your risk tolerance.
Rebalancing Engine
Tax-efficient cash-flow portfolio rebalancing.
Investment Plan Analyzer
AI-powered diversification and fee diagnostics.
Quantitative Finance & Lab
4 toolsAlgorithmic backtests, alpha decay & Python models
Audit QuantConnect/MT5 backtests (Deflated Sharpe, Sortino, Drawdown), detect live statistical alpha decay, and generate Python notebooks.
Backtest Analyzer
Sharpe, Sortino, and Max Drawdown from QuantConnect/MT5 CSVs.
Drift Score - Alpha Decay
Statistical edge degradation and live drift detection.
Multi-Strategy Portfolio
Cross-strategy correlation and combined drawdown risk.
QuantEducator AI
Jupyter notebook generation and Python financial models.
What the verdict does not say
TrueVerdikt assesses the statistical robustness of a return series, not whether a trading idea makes sense or how it would behave in a market regime it has never seen. A GO verdict lowers the odds of fooling yourself; it guarantees no future result.