Sigmentic — Your Backtest Passed. Prove It.
Statistical validation, regime stress-testing, and execution simulation — before you risk a dollar.
Research estimates that 87% of backtested strategies fail in live trading. Traditional tools answer the wrong question: "would this have been profitable?" Sigmentic answers the right ones: Is the edge statistically real? Is it causal or spurious? Would it survive a regime shift?
The Problem
87% of backtested strategies fail in live trading. Common failure modes include overfitting to historical noise, spurious correlations mistaken for signal, regime dependency, and unrealistic execution assumptions.
Seven-Layer Validation Engine
- Statistical Core — Tests statistical robustness and overfitting probability
- Causal Inference — Verifies causal grounding of apparent edges
- Scenario Lab — Stress-tests against unseen market conditions
- Regime Intelligence — Evaluates strategy robustness across market environments
- Execution Realism — Models achievable returns after real-world trading frictions
- Live Monitoring — Detects strategy decay post-deployment
- Integrity — Cryptographic audit trails and confidential validation
How It Works
- Upload your strategy — Submit in Pine Script, Python, MQL5, or via API
- Seven-layer validation — Your strategy flows through all seven testing layers in under 5 minutes
- Get your Passport — Receive a portable, cryptographically verifiable Validation Passport
Your IP. Always.
Zero data retention on strategy inputs. Your logic is never stored or shared. Institutional users get TEE-based confidential validation — we validate without ever seeing your logic.
Validation Passport
After validation, you receive a Validation Passport — a portable, cryptographically verifiable report with layer scores, distributional evidence, and reproducible computational artifacts. Share it with investors, prop desks, or compliance teams.
Frequently Asked Questions
What is Sigmentic?
Sigmentic validates algorithmic trading strategies with institutional-grade rigor. Upload your backtest, and our seven-layer engine tests whether your edge is statistically real, causally grounded, and robust across market regimes.
Why do backtested strategies fail in live markets?
An estimated 87% of backtested strategies fail in live trading. Academic research has shown that most published trading factors are likely false discoveries, and that strategy returns decay significantly after publication.
What is a Validation Passport?
The Validation Passport contains layer scores, a composite Validation Score, and the statistical evidence behind each result. It is cryptographically signed and portable.
What strategy formats are supported?
Pine Script (TradingView), Python, MQL5 (MetaTrader), natural language description, and direct API submission.
Is my strategy IP protected?
Absolutely. Zero data retention on strategy inputs. For institutional users, Layer 7 offers confidential validation using trusted execution environments.
How does Sigmentic detect overfitting?
Layer 1 uses a proprietary battery of statistical tests, grounded in peer-reviewed research, to quantify the probability that your strategy is overfit.
Get Started
Know if your edge is real before you risk capital. Book a 20-minute walkthrough.
Contact: hello@sigmentic.com