QuantProof Does Your Backtest Survive – Detect overfitting and validate trading edges

Summary: QuantProof analyzes backtest CSVs to determine if trading edges are genuine or due to luck by performing 38 checks in seconds, including overfitting detection, profit concentration, slippage sensitivity, alpha decay, regime testing, and crash simulations. It integrates with Alpaca for broker-verified results and offers a free validation with an optional detailed PDF and AI improvement plan.

What it does

QuantProof runs multiple statistical tests and simulations on backtest data to identify weaknesses such as overfitting and unstable performance. It evaluates metrics like deflated Sharpe, CPCV path stability, and bootstrap resampling, plus five historical crash scenarios.

Who it's for

It is designed for traders and quantitative analysts seeking to verify the robustness of their backtested strategies before live trading.

Why it matters

It helps prevent capital loss by revealing if a backtest’s apparent edge is due to chance rather than sustainable performance.