Pricing
Fixed prices, written reports
Every tier ends in the same kind of document: a fragility grade, the numbers behind it, and a fix list. The tiers differ in how many tests we run and how much of the future we lock in.
Quick Audit
$149
- Reproduction of your backtest from your rules and data
- Holdout split and walk-forward check
- Deflated Sharpe ratio, given the number of variants you tried
- Parameter-plateau and transaction-cost sensitivity
- Year-by-year and regime stability
- A–F fragility grade, printed rubric, and fix list
- One round of clarifying questions by email
Deep Audit
$490
- Everything in the Quick Audit
- Probability of backtest overfitting (PBO via CSCV) over your full variant grid
- Harvey–Liu multiple-testing haircut
- White’s Reality Check and Hansen SPA against a benchmark
- Placebo (shadow) strategies and bootstrap drawdown ranges
- Report hash timestamped by two RFC 3161 authorities
- A 30-minute call to walk through the findings
Sealed Forward Trial
$1,500 setup + $99/mo
- A Deep Audit to set the baseline
- A preregistered protocol: rules, metrics and pass criteria frozen in advance
- Daily hypothetical signals sealed before the outcome, timestamped by DigiCert and FreeTSA
- A closing report with a certificate anyone can verify with openssl
- Monthly fee covers the registry and interim reports; cancel any time
Prices in US dollars. Payment by card through Stripe. Turnaround starts once we have everything listed on the intake form. Sealed-trial results are hypothetical performance and are labelled that way.
Questions
Frequently asked
What do I send?
A description of the rules (or code: Python, Pine Script, MQL, EasyLanguage or a spreadsheet), the market and timeframe, the backtest results or the data needed to reproduce them, and the number of variants you tried before settling on this one. If you tested a grid of parameters, send the whole grid; it lets us compute PBO. After you order, we send a private upload link for files.
Is my strategy kept confidential? Will you sign an NDA?
Yes. We treat everything you send as confidential, never trade on it, never share it, and never publish anything about your audit without written permission. We are happy to sign a reasonable mutual NDA before you send anything; tick the box on the intake form.
What happens to my files after delivery?
We delete your code and data within 30 days of delivering the report, unless you ask us to keep them for a follow-up. We keep only the report and the minimal billing records the law requires. For the Sealed Forward Trial we keep the sealed files for the life of the trial, because the seal depends on them.
What if it turns out my strategy is overfit?
Then the audit has done its job, before real money found out. You get a fix list: which checks failed, what that usually means, and concrete changes to make, such as a smaller search, a wider parameter plateau, or a proper holdout. Many clients revise and order a second audit.
Is this investment advice?
No. An audit is a statistical analysis of historical data you provide. We do not recommend any security, strategy, position size or trade, and a grade is not a forecast. Decisions about your money stay with you and, where appropriate, a licensed adviser.
What is the refund policy?
If we cannot run the audit (for example the data are unusable) and you cannot supply what is needed, we refund in full. If you are unhappy with a delivered report, tell us within 14 days and we will either fix the problem or refund. We do not refund because the grade was lower than hoped; the grade is the product.
Which markets do you cover?
Anything with a clean price history: US equities and ETFs, futures, forex and crypto. The methods are market-agnostic. Intraday strategies are welcome; send bar data at the frequency you trade.