VALIDATE

Prove the edge — honestly.

When an idea is worth real money, prove it the way a quant would: out-of-sample, cost-aware, and overfitting-checked, on a survivorship-free universe. We'd rather show you a lower, truthful Sharpe than a flattering one.

Join beta →See all products

Walk-forward backtesting, live at app.tradepolaris.com/backtests

What you get

Walk-forward, not curve-fit

Rolling out-of-sample folds, next-bar-open fills, gap-aware stops, bid/ask spread, square-root market impact and short-borrow costs.

An institutional tearsheet

Equity curve vs the S&P 500, Sharpe / Sortino / Calmar, drawdown, VaR / CVaR, a monthly heatmap and a 6-factor attribution.

Is the edge real?

Probabilistic & Deflated Sharpe, minimum track-record length, and Probability of Backtest Overfitting separate a real edge from luck.

Overfitting suiteTearsheetPaper tradingStrategy Builder

Zero code to full control

Build it your way.

The same honest engine, three doors in — click it together, write real Python, or take the signals with you.

From point-and-click to production Python.

Every strategy runs through the same walk-forward engine and the same overfitting gates — no matter how you author it.

No-code builder — factors, exits, optimizers and risk models, declaratively.
Python SDK — full control in a sandboxed runtime, zero lock-in.
Own your edge — export the spec, the plain-English rule sheet, or Pine.

strategy: momentum-x-sectoruniverse:   { region: US, top: 500 }signals:  - momentum(126) - momentum(21)  - filter: adx(14) > 20portfolio:  { long: 50, weighting: risk_parity }exits:      { trailing: 8%, invalidation: signal_flip }validate:   { walk_forward: 5y, costs: realistic, gates: [DSR, PBO] }