Upload your results. We tell you whether the edge is real or an artifact of overfitting — before you trade a single euro.
Any market, any timeframe, any holding period — because NeuralTEST reads your returns, not your assets. If it produces an equity curve, a returns series or a trade log, we can test it.
A backtest, tortured long enough, will confess to anything.
The more parameter sets you try, the more likely your best curve is luck wearing the mask of skill. That's not a character flaw — it's mathematics, and it fools professionals every day.
The catch: an overfit strategy looks indistinguishable from a great one on the very chart you used to build it. The tell only shows up out-of-sample — when it's your money on the line.
NeuralTEST runs the statistical gauntlet that separates a durable edge from a beautiful accident. It sells rigor, not riches.
Five tests from the academic literature on backtest overfitting — the ones quants use to keep themselves honest, in plain language.
Splits your configurations every which way and asks: how often does the in-sample winner underperform out-of-sample? A high PBO means your "best" is a coin flip.
CSCV · Bailey, Borwein, López de Prado, ZhuDiscounts your Sharpe for how many strategies you tried and how skewed and fat-tailed the returns are. The Sharpe that survives the deflation is the one to trust.
López de Prado & BaileyA bootstrap that asks whether your best rule beats the benchmark once data-snooping is priced in. Non-parametric, so fat tails don't sneak a false positive past it.
White's Reality Check · bootstrapHow long a live record you'd need before the Sharpe is statistically believable. If it's longer than your backtest, you don't have evidence yet — you have a hunch.
Bailey & López de PradoCosts, look-ahead, survivorship, capacity, point-in-time data and more — the modeling shortcuts that inflate a curve. You declare them; we weight the verdict accordingly.
Honest attestation · you answerNo wall of statistics to interpret. Every test folds into a single traffic light — real, fragile, or mirage — with the specific reasons behind it.
Red · Amber · GreenDrop a CSV — a matrix of configurations, an equity/returns series, or a trade log. We auto-detect the format. No integration, no code.
PBO, Deflated Sharpe, Reality Check and the rest run in seconds, right here — your file is processed in memory and deleted, never stored.
A traffic-light call plus the reasons: which test flagged, by how much, and what to fix before you risk real capital.
The example on the left is a strategy that looked spectacular in-sample. Once you account for how many configurations were tried, the edge evaporates — and NeuralTEST says so, plainly.
NeuralTEST analyzes the return series — the shape of the curve — not the logic behind it. We never ask for your signals, your code, or your parameters. Files are processed and discarded, nothing is stored. Bring your own results; keep your own edge.
Upload a curve and get an honest verdict in under two minutes. No signup for your first check.
Run the test First, how to prepare your fileNeuralTEST doesn't invent the statistics — it implements the field's established, published methods. Here is exactly what runs under the hood, and where each test comes from.
What is ours: the implementation, the unification of every test into one verdict, the honest-attestation layer and the plain-language explanations. What is the field's: the statistical methods above — and that is the point. The rigor comes from published, peer-reviewed science, not a black box you have to take on faith.
NeuralTEST is an independent implementation of these published methods. It is not affiliated with, sponsored by, or endorsed by the cited authors or publishers.