F
Sample audit 1 · US equities
SPY 50/200-day golden cross
Sharpe 0.77 over 1994–2026, but it trailed buy-and-hold SPY by 1.8% a year and fell further behind in the holdout.
Sample audits
Real reports on strategies everyone knows
These are complete audits of well-known public strategies, produced with the same toolkit and rubric as a paid audit. Read one before you order.
F
Sample audit 2 · US equities
RSI(2) mean reversion on SPY
The best of 60 settings trailed buy-and-hold SPY by 5.9% a year; its Sharpe fell from 1.06 in-sample to 0.26 in the holdout.
F
Sample audit 3 · Crypto
Bitcoin 50-day moving-average momentum
Sharpe 1.47 over 2016–2026, but it still trailed buy-and-hold Bitcoin by 2.6% a year.
F
Sample audit 4 · Crypto · preregistered and sealed
TradingView Supertrend Strategy (ATR 10, factor 3) on Bitcoin
The built-in default compounded at 2.4% a year against 70.4% for buy-and-hold Bitcoin, and none of the 30 preregistered variants beat holding.
Objective and protocol sealed with RFC 3161 timestamps (DigiCert, FreeTSA) before the data were fetched. Graded under rubric v1.1.
How to read these. Samples 1–3: we sealed our grading rubric (v1.0) with two RFC 3161 timestamps, from DigiCert and FreeTSA, before the graded run. Sample 4 goes further: its objective and its whole protocol (rule, 30-variant grid, costs, dates, holdout) were sealed before the data were fetched, exactly as we ask of clients. Every rubric grades a rule against simply holding the asset it trades. None of the four beat it. Samples 1–3 did cut the worst drawdown (34% vs 55%, 36% vs 55% and 59% vs 84%); the Supertrend default did not (88% vs 84%). “Reduce drawdown at acceptable cost” is a separate objective that clients can choose, but only by declaring it before an audit. We had already seen the first three results, so we deliberately did not grade them on it after the fact.
Prices from Yahoo Finance’s public chart endpoint (SPY) and the Coinbase Exchange public API (BTC); we publish derived statistics only, never raw prices; no redistribution.
Sample audits analyze public rules on historical data for illustration. They are not recommendations to trade any of these strategies, and a grade is not a prediction.