Cumulative results
Equity of the validation-phase research pipeline, net of fees & slippage. Every figure carries its robustness companion.
Equity curve
Rolling deflated Sharpe (12-week)
Rolling 12-week deflated Sharpe of the validation-phase pipeline, net of fees & slippage — adjusted for the number of trials. Shown for transparency, not as an offer.
Validation gates
Each result clears an out-of-sample statistical control before it counts. Figures are test-dataset, net of fees & slippage.
The probability this Sharpe is real, not luck — on the test dataset.
Sharpe deflated for the many strategies tried — guards against selection bias.
The test's ability to detect a true edge if one exists (out-of-sample).
Planned false-discovery rate at the chosen rejection threshold — expected share of false positives among accepted signals.
Stationary-bootstrap confidence interval on the Sharpe estimate.
Hansen's test — the edge survives multiple-comparison correction.
Track length needed for the Sharpe to be statistically credible.
Status is gold by design — these are evidence checks, not gains or losses. All figures are out-of-sample / test-dataset and net of fees & slippage where stated. Past performance does not guarantee future results.
Further controls (CPCV, feature-importance, PBO) are on the validation roadmap and are not shown until the pipeline publishes them.
The model, in real time
The pipeline watches the market and opens positions when its edge clears threshold. What you see is the live feed — newest signal supersedes.
The model is watching the market. No position open.
Most profitable positions
The ten best realized trades for the window. Select a row to replay it — the same chart engine as the live feed, in historical mode. Net of fees & slippage.
Transparency, not solicitation
Traddea is a research pipeline under strict validation. The results shown on this page are real but presented for transparency only — not investment advice, not a recommendation, not an offer, and notopen to investors. Past performance does not guarantee future results. Figures are net of fees & slippage where stated.
Traddea is a research project of Jannah Capital, an applied-AI lab — not a fund, allocator, or financial-services firm. Nothing here is a solicitation.