strategy-validation

What problem does it solve?

End-to-end validation of trading strategies through a reproducible pipeline that combines backtesting tearsheets, walk-forward optimization, Monte Carlo stress testing, and parameter sensitivity with A/B testing to ensure robustness and generalization across market regimes.

Core Features & Use Cases

• Backtest Tearsheet generation with metrics like Sharpe, Sortino, Calmar, VaR, and CVaR to quantify performance.
• Walk-Forward Optimization (anchored and rolling) to evaluate out-of-sample stability and parameter robustness.
• Monte Carlo Stress Testing to stress portfolio paths and estimate distribution of outcomes.
• Parameter Sensitivity analysis including grid sweeps and robustness checks to identify stable parameter regions.
• Strategy A/B Testing to compare variants using statistical tests and practical significance.

Quick Start

Run the strategy validation workflow against historical data to generate a comprehensive report.