Quant Studio

Strategy Lab

Configure parameters and run backtests interactively

📚 Evidence — papers behind this tool

→ Bailey & López de Prado (2014) — The Deflated Sharpe Ratio (is your backtest significant?)
→ Bailey et al. (2015) — The Probability of Backtest Overfitting
→ Need a basket first? Portfolio Lab (efficient frontier)

Configuration

UniverseMethodRebalance Frequency (days)Max Weight per AssetVol Target (annualized, 0=none)Trend OverlayObservatory Risk GuardContinuous Confidence TiltKelly Sizing ModeKelly FractionAsset-class capsKill switch (apply decay verdict)

Results

SHARPE (NET)

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SHARPE (GROSS)

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CAGR

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MAX DD

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TURNOVER

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N REBALANCES

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CONCENTRATION

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Run a walkforward to see the equity curve