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quant-harness
Open-source judge · CPCV · Deflated Sharpe · PBO

One mechanical verdict for your backtests: PASS or KILL.

quant-harness screens a strategy's returns against four pre-registered gates — combinatorial purged cross-validation, the Deflated Sharpe Ratio, the probability of backtest overfitting and drawdown — and tells you whether the edge survives the number of things you tried.

Built for quants, systematic traders and the AI agents that generate strategies for them. The judge is calibrated on synthetic data with known ground truth: 0% of pure noise passes at six or more configs.

1 credit = 1 verdict · 5 free credits on sign-up · pay in USDC/USDTProject page Source on GitHub