Rolling Sharpe
30-day Sharpe tracked against the validation baseline. Watch and critical bands when performance drifts.
Independent validation desk
A descriptive research report. No black-box score. No investment advice.
You have a
tradingYou have a tradingWe validate it.
A backtest that looks good isn’t one you can trust yet. Send us your hypothesis — we run it through an institutional, multi-gate validation gauntlet built to expose overfitting, then hand back an independent report. Typically within 24-72 business hours for Tier A scope.
What you can validate
Edge families we validate
Backtesting is how a trading idea earns trust: replaying a strategy over decades of historical market data to measure how it would have behaved — before any capital is at risk. Validraft is built for rigorous, reproducible quantitative research. You don’t need a fully coded algo: discretionary, systematic, and hybrid hypotheses all start the same way — a brief in plain English. We translate your rules into a testable specification, then run it through the same institutional engine with walk-forward and out-of-sample validation by default.
We group strategies by the type of edge they claim: price behavior first, then order flow, news/NLP, relative value, fundamentals, event catalysts, macro regimes, and alternative data. Pick an edge group to see concrete example backtests, or describe your own idea and we’ll scope it.
- Price behavior
- Order flow & microstructure
- News sentiment & NLP
- Relative value & stat-arb
- Fundamental & factor
- Event-driven catalysts
- Macro & regime
- Alternative data
Browse all edge families
Don’t see your exact approach? Discretionary playbooks and partial rules are exactly what the brief is for — we scope what can be tested honestly before any compute runs.
How it works
Inside the validation engine
Every brief travels the same eight-stage pipeline — from immutable, point-in-time data to a signed-off report with full lineage. Step through it, or let it walk you through itself.
Validation pipeline
STAGE 01 / 08
Brief & scope
You describe the asset, timeframe, rules, and what success looks like — in plain English. We translate it into a precise, testable specification and confirm data coverage and feasibility, so the engagement is scoped to what the data lake can genuinely support.
- Hypothesis intake
- Feasibility review
- Tier scoping
Validation framework
Evidence, limitations, and lineage in one audit-ready PDF
Each engagement ends with a structured validation report: what was tested, which controls ran, where the edge held up, where it failed, and what the result does not prove. No black-box score. No recommendation language.
Behind every report sits a scoped validation profile drawn from 66+ controls: data integrity, statistical validation, stress testing, risk measurement, benchmarking, and reproducibility.
Phase 4 · statistical validation
Interactive controls, not a black-box verdict
Control 4.1
Equity, split IS vs OOS
A frozen candidate is scored on data never used in selection, across an explicit train/test boundary.
Gate: statistical validityIllustrative preview · hover to readOutput: pass · diagnostic · fail
Post-validation monitoring
Validation continues after delivery
A strategy that passed validation yesterday can drift tomorrow. For ongoing engagements, we keep watching rolling Sharpe, drawdown, signal decay, and regime behaviour — benchmarked against the same gates that produced your report.
Alerts and history live in your client workspace, with a direct line back to the desk when something needs a human read.
Client workspace · preview
Opening-range breakout — NQ
- Sharpe (full)
- 1.42
- Sharpe (30d)
- 1.31
- Max DD
- −8.4%
Illustrative metrics — your live workspace reflects each delivered engagement.
Drawdown tracking
Graded alerts as peak-to-trough loss approaches stress-test envelopes from your report.
Signal decay
Second-half vs first-half performance comparison — early warning when the edge starts to fade.
Regime shifts
Conditional correlation and behaviour across market states — flagged when regime context changes.
Data
Provider-level data lake snapshot
Every brief is tested against the datasets your hypothesis actually needs — price, fundamentals, macro, sentiment and alternative signals, on the same immutable, point-in-time lake our research desk runs. We are actively ingesting new feeds, cleaning and normalizing them, and adding coverage once each dataset passes internal checks.
1990200020102020Now
- Databento2012
- Massive2003
- FMP1990
- FRED / ECB2000
- FMP News2015
- Quiver2023
- Databento
- Massive
- FMP
- FRED / ECB
- FMP News
- Quiver
Price
Databento
since 2012CME futures
CME futures data across continuous rolls: minute bars, ticks, L2/L3 order book, and contract metadata.
ESNQCLGCSINGRTYYMZBZNZTMESMNQ
- OHLCV 1-minute bars · ES/NQ/CL complete; other symbols partial2012
- Trades · tick data, v.0 and legacy c.0 rolls2025
- MBP-10 / MBO · ES and NQ order book2026
- Definitions, statistics, status · contract metadata snapshots2026
Price
Massive
since 2003US equities
US equity cross-section with trades, minute aggregates, adjusted bars, reference, corporate actions, and processed daily bars.
- Trades — daily cross-section · US equities2003
- Minute aggregates · raw and adjusted2003
- Corporate actions · splits, dividends, IPOs
- Fundamentals · ratios, float, short interest, statements
FXCryptoFundamentals
Financial Modeling Prep
since 1990Fundamentals & multi-asset markets
The broadest static snapshot in the lake: fundamentals, events, ownership, index membership, ETF holdings, FX, crypto, and COT.
- Company fundamentals · annual, quarterly, TTM statements2003
- Analyst coverage · estimates, grades, price targets
- Earnings · calendar and surprises
- Ownership · 13F, institutional, insider trades
- Index and ETF data · constituents, delisted, holdings, weightings
- FX, crypto, macro, COT · multi-asset and derivatives context1990
Macro
ALFRED / FRED / ECB
since 2000Macroeconomic indicators
Vintage-aware macro data: roughly 231 FRED/ECB series with point-in-time layouts for regime and macro overlays.
- Vintage macro series · ~231 FRED/ECB series2000
- Treasury and policy rates · FRED / ALFRED
- ECB macro series · European macro context
- Derived macro regimes · processed features where materialized
Sentiment
FMP News
since 2015News & sentiment
FMP news streams across equities, press releases, forex, macro, and crypto, then locally classified with FinBERT sentiment scoring.
- Stock news2015
- Press releases2019
- Forex news2018
- General news2020
Alternative
Quiver Quantitative
since 2023Congressional trading
Congressional trading exports preserved as snapshots and normalized into event ledgers for alternative-data tests.
- Congressional trades · normalized event ledger2023
- Workbook snapshots · immutable XLSX source snapshots
Coming soon
Next provider integrations
These feeds are not part of the active lake yet. They are the next provider candidates we plan to evaluate, license where required, normalize, and document before they can be used in validation.
Benzinga
Coming soonMarket news & events
Planned market-moving news, analyst, calendar, and event feeds for sentiment and event-driven validation.
- News streamplanned
- Analyst and ratings eventsplanned
- Earnings calendarplanned
ORATS
Coming soonOptions analytics
Planned options chains, implied-volatility history, greeks, and surface features for options-aware validation.
- Options chainsplanned
- IV historyplanned
- Greeks and surfacesplanned
OANDA
Coming soonFX & rates
Planned foreign-exchange rates and currency reference data for macro, carry, and cross-asset overlays.
- Spot FXplanned
- Historical ratesplanned
- Currency metadataplanned
CoinAPICoinAPI
Coming soonCrypto market data
Planned exchange-normalized crypto trades, candles, reference, and multi-venue market data.
- Tradesplanned
- OHLCVplanned
- Exchange referenceplanned
Prediction Markets
Coming soonPolymarket & Kalshi
Validraft-built prediction-market dataset planned from market metadata, odds, liquidity, volume, and resolution history.
- Market metadataplanned
- Odds historyplanned
- Resolution historyplanned
Need data we don’t hold yet?
Tell us what the hypothesis needs. If the feed is available and licensable, we source it, ingest it into the research lake, and document the data assumptions before validation starts.
Provider names and marks are shown for identification only. Validraft is independent and not affiliated with or endorsed by the listed providers. Coverage shown reflects the current research lake; some feeds refresh on demand for scoped engagements.
Privacy & confidentiality
Your edge is not training data, marketing copy, or a shared benchmark.
A trading hypothesis can be the most sensitive thing you send us. Validraft separates two ideas clearly: personal data is handled under the privacy notice, and strategy materials are treated as confidential engagement materials by default.
Data surfaces we design around
- Brief intake and feasibility notes
- Submitted files, parameters, and assumptions
- Generated reports, run metadata, and messages
- Workspace access, support, billing, and security logs
Strategy materials stay scoped
Briefs, parameters, files, reports, and monitoring notes stay tied to the engagement they came from.
No public reuse of your logic
Client hypotheses are not added to a public template library, marketing example, or cross-client benchmark.
Private report delivery
Reports and workspace updates are delivered through authenticated access or agreed private channels.
NDA path for sensitive work
Standard briefs stay lightweight; sensitive business, Tier C, or institutional scopes can move under NDA before details are shared.
Operational practices
- TLS in transit for website, brief intake, workspace access, and report delivery
- Least-privilege internal access to engagement materials
- Per-engagement separation for briefs, runs, reports, and monitoring context
- No sale of client personal data or submitted strategy materials
- Privacy notice available before public launch, with counsel review still required
Positioning
Between a self-service tool and a blank-check consulting project.
Validraft is built for the moment when a backtest looks promising, but you need an independent desk to test whether the evidence survives proper validation.
Self-serviceDone-for-youBespoke
Validraft position
Human judgment where it matters, standardized validation where it must be repeatable.
You operate everything
DIY backtest tools
Flexible if you already own the pipeline, but every data bug, look-ahead issue, and overfit parameter choice is yours to catch.
- You build and maintain the validation stack
- Robustness checks depend on what you remember to run
- Fast iteration, but no independent read on the result
Independent validation desk
Validraft
Human-scoped validation, institutional gates, and a descriptive report without turning the engagement into open-ended consulting.
- Feasibility review before compute starts
- 66+ scoped controls across data, stats, stress, risk, and lineage
- Confidential by default; no public reuse of your logic
- Research-only language, never trade recommendations
Custom research project
Generic quant consultants
Useful for bespoke build-outs, but often heavier, slower, and harder to compare because methodology changes engagement by engagement.
- Long scoping cycles before evidence appears
- Opaque or inconsistent gate coverage
- Can drift into advisory language if boundaries are unclear
DimensionDIY toolsValidraftConsultants
Best fit
Builders who want full control
Founders, traders, and managers who need an external validation read
Bespoke research or platform build-outs
Client effort
High
Brief-driven
High-touch
Validation gates
Whatever you implement
Standardized control stack
Variable by engagement
Delivery model
Self-service tool
Scoped report
Open-ended project
Research notes
Learn how robust validation actually works.
Plain-English essays on overfitting, validation gates, data discipline, and the difference between an attractive simulation and a durable hypothesis.
First article
01 / Overfitting
The curve can be beautiful and still be wrong.
Backtest overfitting
How to Tell If Your Backtest Is Overfit
A practical checklist for spotting curve-fitting before a beautiful equity curve becomes an expensive mistake.
8 min read
Your hypothesis. Independently validated.
Send a brief. We confirm scope, run the validation, and deliver the report. Research and simulation only.