TradeHouse Fidelity Lab (overfit validator) ยท Buyer resources
Deflated Sharpe vs plain Sharpe
A 26-method integrity harness that checks whether a backtest is overfit, with a $99 one-time audit or $399 five-audit pack and monthly Starter $49 / Pro $149 tiers. It is aimed at traders who want an independent check before risking capital.
Plain Sharpe summarizes return relative to variability. Deflation adjusts the interpretation for selection across trials and non-normal returns. Record the complete trial history, sample length, skew and kurtosis before interpreting a selected backtest.
What to verify before buying
- Untouched out-of-sample periods
- Total number of tried strategies
- Leakage controls and execution costs
- Reproducible validation evidence
Published product pricing
Free: $0 per month; Starter: $49 per month; Pro: $149 per month; One-time audit: $99 per audit; Five-audit pack: $399 per pack
Price evidence and scope
These products may serve different workflows. Prices are reproduced from dated source records and do not establish equivalent features, capacity or a lowest-price ranking. Confirm terms with the provider.
| Provider | Recorded price | Source and date |
|---|---|---|
| QuantConnect | free + paid tiers; see page | Provider source 2026-10-26 (url only; price not captured) |
| Polygon.io (data benchmark) | Advanced $199 per month | Provider source 2026-09-04 (F4511_ALLCO_PRICING) |
| Koyfin | about $50-100 per month (F4511 range) | Provider source 2026-09-04 (F4511_ALLCO_PRICING) |