시장상황갱신 2026-10-28 07:30 KST
Latest analysis
A Profit Without an Edge — Kronos Forecasts vs a Random Walk
Read the teardown →
Air Pocket Profile — HVN Shelves Plus Explicit Thin-Volume Zones
Read the teardown →
Darvas Box Staircase — Three-Session Hold, Volume Breakout, Pyramid
Read the teardown →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
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 →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
No advice, no signals
Methods and tools, never "buy this." There are no trade ideas here.
Costs always modelled
A result that only survives at zero cost is not a result.
Every trial counted
The number of variants tested is part of the result, not a footnote.
Approximations disclosed
If a number is an estimate, the tool says so on screen.