Strategy Arena
Weekly out-of-sample tournament · runs every Sunday 04:00 UTC
No tournament results yet
Arena runs weekly on Sunday at 04:00 UTC
How the Arena Works
- Every Sunday at 04:00 UTC all strategies are backtested on fresh OOS data
- Walk-forward validation: IS window = 90d, OOS window = 30d, step = 7d
- Strategies are ranked by OOS Sharpe ratio (minimum 20 trades required)
- DSR (Deflated Sharpe Ratio) corrects for multiple testing bias across all runs
- Strategies with degradation >50% or OOS Sharpe <0.5 are flagged for review