NeuronAlgo Lab · Free tool
Overfit Autopsy
Paste your backtest trades and find out how much of your edge survives once luck, selection bias and reshuffling are taken away. Everything runs in your browser — nothing is uploaded.
- 100% client-side
- Deflated Sharpe Ratio
- Bootstrap reshuffle test
Your report renders here
Paste at least 30 trades — or click a sample dataset — and the autopsy runs instantly, right in your browser.
—
—
Equity curve — first half vs second half
Warning flags
Methodology & thresholds
The autopsy runs four documented checks on the pasted sample: (1) Probabilistic and Deflated Sharpe Ratio (Bailey & Lopez de Prado), using sample skewness and kurtosis and deflated by the number of strategy variants you tried; (2) a bootstrap reshuffle test — the share of resampled histories whose mean is at or below zero; (3) split-half consistency — first-half vs second-half expectancy; (4) outlier dependence — the share of gross profit produced by the top 5% of winners.
Composite score = 45 × DSR + 25 × bootstrap component + 20 × consistency component + 10 × outlier component. Verdict bands: 70+ robust, 40–69 mixed, below 40 fragile. All thresholds are documented heuristics — nothing is hidden. Per-trade Sharpe is never annualised.
Educational statistics computed on the sample you pasted, in your browser. Estimates only — nothing here predicts live performance or is financial advice. No data leaves your device.
