About TrueVerdikt

TrueVerdikt is run by an independent developer passionate about quantitative trading, aiming to make statistical strategy-validation tools accessible to traders without a quant research team behind them.

Why TrueVerdikt

Most impressive backtests don't survive contact with live trading: data-snooping, overfitting, missing purged cross-validation. TrueVerdikt applies the same statistical safeguards quant funds use (Deflated Sharpe Ratio, Kelly-criterion position sizing, stress-tests) to your own strategies, without unnecessary jargon.

Contact

A question, a bug report, a suggestion? The Contact page lets you write to us directly. Our editorial production method and safeguards are detailed in our editorial policy.