Quant Lab Tools
Backtest diagnostics

Tell a real edge from a lucky backtest.

Run enough variants and a worthless strategy will eventually post a great Sharpe by chance. These free, browser-based tools measure whether your result survives the number of tries behind it — and whether your sizing will survive the drawdowns ahead.

The tools

Deflated Sharpe Ratio

Enter your Sharpe and how many variants you tested. See the probability the result is real, not the best of many tries.

Open calculator →

Position Size & Risk of Ruin

A Monte Carlo of your edge over the next N trades: risk of ruin, expectancy, Kelly fraction and the spread of outcomes.

Open calculator →

Net-vs-Gross Cost Calculator

How spread, commission and slippage turn a gross winner into a net loser — and the win rate where it flips.

Open calculator →

Start here

Guide

Why your best strategy is probably the luckiest one

The mechanics of backtest overfitting, three real failure cases from hands-on research, and the toolkit — DSR, PBO, purged walk-forward, CPCV — that separates a genuine edge from luck.

Read the guide →
Methodology

How we validate

Every tool here comes out of a real research workflow, not a content brief. See the seven-step process and the principles it won't break.

Read the methodology →

How we work

01

No advice, no signals

Methods and tools, never "buy this." There are no trade ideas here.

02

Costs always modelled

A result that only survives at zero cost is not a result.

03

Every trial counted

The number of variants tested is part of the result, not a footnote.

04

Approximations disclosed

If a number is an estimate, the tool says so on screen.

Educational tools, not investment advice. Quant Lab Tools provides statistical diagnostics and educational material on strategy validation. Nothing here recommends any security, strategy, or trade, or predicts performance. Simulated results do not guarantee future outcomes. See the full disclaimer.