Deflated Sharpe ratio calculator
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.
Uses a zero-mean selection benchmark, the dispersion of Sharpe across trials and the probabilistic Sharpe adjustment for sample length, skewness and kurtosis. Sharpe and dispersion must use the same observation frequency. The normal CDF is numerically approximated. One trial uses a zero benchmark.
Correlated strategies require an effective independent-trial count. The estimate is sensitive to incomplete trial histories and is not a guarantee of future performance.
Method: Bailey and López de Prado, The Deflated Sharpe Ratio (2014), equations 1–3.