Strategy reality check
Is your backtest a real edge, or a mirage?
Paste your strategy's periodic returns and get an honest verdict — the Deflated Sharpe Ratio (penalised for how many configurations you tried) plus a sealed out-of-sample holdout. No install, no account.
🔒 Runs entirely in your browser. Your returns never leave your computer.
① Your returns
or upload a file:
Be honest — a grid of 500 parameter sets is 500.
Used to annualise the Sharpe.
② The verdict
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Pro 🔒 Locked
- ▸Search screener — run White's Reality Check across a whole grid of candidates and find the one real edge (or prove there isn't one).
- ▸Printable branded reports — a polished report you can save as PDF and hand a client or investor.
- ▸Saved history — every audit you run, kept and comparable.
The free audit above is fully functional and always will be. Pro adds the tools you'd pay for — and still runs entirely in your browser.