com.autrady/strategy-audits

Autrady

Is a trading strategy's track record luck? Free luck check, plus what a full strategy audit checks.

1.0.0
Version
remote
Transport
2
Tools

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Tools (2)

  • explain_audit

    Describes a full Autrady audit of a strategy's actual signals: what to upload, how it works, the five questions it answers with what each caught in Autrady's own research, the price, the free trial and where to start. Use it when someone asks how to test a bot, a newsletter or a backtest properly, what Autrady does, or what it costs.

  • luck_check

    Tests whether a trading strategy's claimed track record could be luck. Returns how often the best of that many strategies with no edge at all would look this good, the record's t-statistic against the bar for that many tries, and how many months a real edge of this size needs to clear the bar with 80% probability. A rough check: it assumes independent months and ignores costs, so a real audit of the signals usually looks worse.