Your backtest passed.
Would it survive live trading?
Upload your strategy. Get a clear verdict in under five minutes, backed by seven independent statistical tests.
Failure modes
Four classes of failure between backtest and live
Performance looks perfect in-sample but collapses on unseen data. The strategy captured noise, not signal.
Two series move together in-sample but share no causal link. The relationship is coincidence. It won't persist.
Optimized for bull markets, gives back all gains during a bear regime. When conditions shift, the model's assumptions break.
+15.2% backtest returns erode to +3.1% after spreads, impact, slippage, and fees. Most backtests assume zero friction.
Validation engine
Seven layers, independent statistical methods, one composite score
Tests whether returns are real or mined from noise. Catches the overfitting that standard cross-validation misses.
CPCV + PBO + Sharpe Inference + Multiple Testing CorrectionEach layer produces its own score from 0 to 100. They test different failure modes using different statistical methods. A strategy that passes one layer can fail another.
Layer scores are combined into a single composite. Weights reflect each layer's contribution to real-world predictive validity, calibrated against three decades of crisis data.
The composite maps to a clear label: Validated, Conditional, Weak, or Rejected. Each verdict carries a specific recommendation. No ambiguity.
Process
Upload, validate, receive a signed Passport
Upload your strategy
Pine Script, Python, MQL5, or API. All inputs converted to canonical format. Your logic is never stored.
Seven-layer validation
Statistical, causal, regime, and execution tests run independently. Results in under five minutes.
Get your Passport
Portable, cryptographically verifiable report with layer scores, composite verdict, and statistical evidence.
Comparison
What you're probably doing now, and where it falls short
Manual walk-forward analysis
Walk-forward testing splits data into in-sample and out-of-sample windows. It only tests one failure mode. It won't detect regime vulnerability, spurious correlations, or execution cost erosion.
Sharpe ratio thresholds
A Sharpe ratio above 2.0 doesn't mean the strategy works. Harvey and Liu showed that Sharpe ratios above 2.5 almost always reflect data mining, not genuine alpha.
Commercial backtesting platforms
QuantConnect, Zipline, and similar platforms are good at running backtests. They're not designed to validate whether those backtests represent real edges.
Confidentiality
Zero data retention, TEE enclaves, cryptographic audit trail
Zero data retention
Your strategy logic is never stored, logged, or shared. Inputs are discarded after validation completes.
TEE confidential validation
Your strategy runs in a secure enclave. No one can access it, including Sigmentic.
Cryptographic audit trail
Every Passport is cryptographically signed. Investors can verify without seeing your strategy.
The Validation Passport is the deliverable: a portable certificate of your strategy's validation status. Share it with allocators or compliance teams without revealing your logic.
Solutions
Same validation engine, different entry points
Individual Traders
Stop guessing which strategies will survive live trading. Get a clear verdict in under 5 minutes. Start free.
Validate your strategyFor institutionsFunds & Allocators
Independent validation your LPs can verify. Standardize strategy review across your firm with portable Passports.
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Validate your strategy before you risk capital
3 free validations. No credit card required.