Strategy Validation Lab
Synthetic or controlled inputs. Not client work, live investment performance or investment advice.
Holdout return
1.91%
Holdout Sharpe
0.15
Max drawdown
-21.68%
Positive parameter sets
85%
Validation controls
- Signal lagged one bar
- Transaction costs included
- Fixed development/holdout split
- Parameter sensitivity grid
Evidence classification: mixed_demo_evidence