The backtester that won't flatter you.
Every other tool hands you a beautiful equity curve and lets you believe it. FSP runs the statistics that separate a real edge from an overfit illusion — and shows the verdict right next to the curve.
Closed beta · Preview runs on sample data — no live engine connected yet
- Deflated Sharpe
- 0.31
- Prob. overfit
- 78%
- Trials
- 240
A pretty equity curve isn't an edge. We run the math the industry hides, and tell you when it's just noise.
From idea to honest verdict
Four steps, and the only surprising one is the part every other tool skips: the truth at the end.
- 1Build it honestly
Compose rules with no-code blocks or describe your idea in plain English. Entries, exits, filters, risk — no scripting required.
- 2Run it look-ahead-safe
We replay on point-in-time, survivorship-free data so the test can't peek at the future or quietly drop the losers from history.
- 3Get the real verdict
Every result ships with a Deflated Sharpe and a probability-of-overfit, adjusted for how many variations you tried — the math most backtesters hide.
- 4Reconcile against reality
Line your backtest up against your actual journal so you can see where live trading drifts from the plan, and why.
We sell the truth, not confidence
The Lab is built to talk you out of a bad strategy before the market does it for you.
A pretty curve isn't an edge
Anyone can overfit a strategy that looks flawless in hindsight. The Lab's job is to tell you when an equity curve is just noise dressed up as a system.
We count your attempts
Test a strategy 200 ways and one will look brilliant by luck. Deflated Sharpe discounts for exactly that, so you don't pay real money for a fluke.
Hindsight bias, flagged
Survivorship-free, point-in-time data and a hindsight-bias warning on every run keep you from grading your idea on a rigged exam.
Find out if your edge is real.
The Lab preview is open to explore now. Join the waitlist to be first in when the live engine connects.
Closed beta · We send invites as spots open · No card to join