Sweep live · 2,000 resamples · 59 periods
A Sharpe ratio is an estimate. Regimen tells you whether it is a fact.
SHARPE 3.72PSR 92.3%CI95 [−0.033, +0.462]n 59 / 78.1p(luck) 0.068VERDICT WEAK
Probabilistic Sharpe, Deflated Sharpe, Minimum Track Record Length and a regime-conditional breakdown — with a permutation test, so a flattering subset cannot pass itself off as an edge.
The asset · how the band is made
The band is not drawn. It is what two thousand resamples leave behind.
Every trace on the glass is this track record with its periods drawn again at random. Where the paths pile up the glow is bright; where only a few went it is thin — so the confidence interval is made of evidence rather than painted on as a translucent ribbon. Hold the scope and the decay stops, and you watch it build.
60 marks were supplied and 59 usable returns came out of them. 78.1 are needed before the claim clears 95% — 20 more than are here. Zero is still inside the interval, which is why the verdict on this record is weak and not supported.
Regimen also grades 500 simulated strategies with no edge at all, of the same length and volatility. 6.8% of them score at least as well as this one.
Scope key
- Strategy tracen 59
- Resampled paths2,000
- Volatility regimeshaded
- Funding regimeshaded
- Open interestshaded
- Fear & greedshaded
- Break-even0.000
Run it · your own track record
Paste a curve. Regimen will tell you if it is nothing.
The demo curve is loaded. Edit it, or load one deliberately too short to grade and watch Regimen decline rather than guess.
Input · equity curve
One point per period, in any single consistent unit. Nothing is stored; the payload is analysed and discarded inside the request.
Verdict
Awaiting a run.
The demo curve has an annualised Sharpe of 3.72. Press Run and watch it fail to clear the bar.