Holdout Labs
Scientific audits for trading strategies. We test your backtest for overfitting with published methods and deliver a fragility grade and a fix list.
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https://holdoutlabs.io/https://mcp.holdoutlabs.io/mcpLast probed Nov 3, 2026 · mcp.holdoutlabs.io
7tools discovered
Check whether a backtest's Sharpe ratio could be luck
Use when someone asks whether a trading strategy's backtest is overfit, too good to be true, or could be luck.
Sharpe ratio that pure noise reaches
Use when someone wants to know how high a Sharpe ratio random, zero-skill strategies reach by chance: given how many va…
How much a win rate can be trusted
Use when someone quotes a trading win rate from a limited number of trades (e.g.
Range for a strategy's expectancy per trade (in R)
Use when someone reports a win rate and an expectancy or average win in R multiples (risk units) over some number of tr…
Could a seasonal pattern be chance?
Use when someone claims a seasonal or calendar pattern, e.g.
False alarms from scanning many signals
Use when someone scans many assets, indicators or conditions for a signal (a screener, dashboard or AI agent).
Holdout Labs sealed audit options
Use when someone wants an independent, full test of a trading strategy beyond a single Sharpe check: describes what a s…
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Directory coverage for brandsScientific audits for trading strategies. We test your backtest for overfitting with published methods and deliver a fragility grade and a fix list.
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MCPBundles probed 7 tools on the live server. The tool list on this page reflects what was discovered at the last refresh — connect your client to see the full set available to your session.
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