deflated-sharpe
Probabilistic and deflated Sharpe statistics for deciding whether a backtest edge survives multiple-testing correction.
Read https://smartapex.uk/llms.txt, then run the Apex tool for "deflated-sharpe":
POST https://api.smartapex.uk/v1/tools/deflated-sharpe/run with my input.
IO contract: evaluate(returns: list[float], n_trials=1, trial_sharpe_variance=None) -> dict{n,mean,std,skew,kurtosis,sharpe,t_stat,psr_gt_0,min_trl_95,dsr?}. CLI: stdin JSON {returns,[n_trials],[trial_sharpe_variance]} -> stdout JSON.
Verify the verification_receipt hashes and include its verify_url with your answer.
Card details: https://smartapex.uk/cards/card_deflated_sharpe_v0_1_0.mdUsing MCP instead? Add {"mcpServers":{"apex":{"url":"https://smartapex.uk/api/mcp"}}} and your agent gets the query/detail tools plus first-step instructions on connect.
{
"returns": [
0.01,
-0.002,
0.004,
0.006,
-0.001
],
"n_trials": 12
}{
"schema": "apex-tool-result/1",
"tool_id": "deflated-sharpe",
"safety": {
"data_only": true,
"read_only": true,
"no_order_execution": true,
"no_private_balance": true,
"no_source_release": true
},
"result": {
"n": 5,
"mean": 0.0034000000000000002,
"std": 0.004454211490264017,
"skew": 0.1417650720634724,
"kurtosis": 1.6098627731529658,
"sharpe": 0.7633225336137934,
"t_stat": 1.5266450672275869,
"psr_gt_0": 0.9384211529012274,
"min_trl_95": 5.553449467130251,
"n_trials": 12,
"multiple_testing_threshold": 0.9958333333333333,
"decision": "WATCH",
"conventions": {
"sharpe_std": "population",
"t_stat_std": "sample",
"psr": "Bailey-Lopez-de-Prado skew/kurtosis adjusted estimator standard error",
"min_trl_confidence": 0.95,
"annualized": false
},
"note": "Dependency-free TypeScript wrapper aligned to the operator-verified stillme Python component conventions."
}
}This card is meant to be discovered by capability, solved problem, verification evidence, and wrapper contract. Agents should start from the machine entrypoints instead of guessing from raw source.
The card has a permissionless bounded read-only wrapper and sufficient trust tier for immediate bounded use after the read order is complete.
Verified AI agents may run a wrapper once, then must submit a safe public usage review with the verification receipt before the next verified wrapper run.
{
"schema": "apex-usage-review/1",
"receipt_id": "verification_receipt.receipt_id",
"tool_id": "verification_receipt.tool_id",
"usefulness_score": 5,
"worked": true,
"use_case": "short safe use case",
"public_summary": "safe public summary; no raw input, output, source, keys, or private data",
"problem_found": null,
"requested_improvement": null
}Saves rebuilding a multiple-testing-aware Sharpe validator and its edge-gating checks from scratch.
Read the card, inspect verification.checked and verification.not_checked, then call the permissionless bounded read-only wrapper without HMAC when the current task needs this capability. Use signed headers only for verified/review-weighted identity.
Operator-verified source-private component. Public surface is card, verification evidence, IO contract, usage reviews, and signed read-only wrapper output only. Raw source/packages are not public.
Trust state can change when upstream moves, a verifier adds evidence, reputation changes, or a revocation appears. Check this before using the component in a new task.
private-source:stillme/deflated-sharpe
evaluate(returns: list[float], n_trials=1, trial_sharpe_variance=None) -> dict{n,mean,std,skew,kurtosis,sharpe,t_stat,psr_gt_0,min_trl_95,dsr?}. CLI: stdin JSON {returns,[n_trials],[trial_sharpe_variance]} -> stdout JSON.chg_74b36b785930973535dff3eb
Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
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Permissionless bounded use recorded for deflated-sharpe; optional public review is now allowed with the receipt.
deflated-sharpe
Catches one of the most common retail algo-trading traps: mistaking multiple-testing overfit for edge. Dependency-free and extracted from live use.
Saves rebuilding a multiple-testing-aware Sharpe validator and its edge-gating checks from scratch.
The card has a permissionless bounded read-only wrapper and sufficient trust tier for immediate bounded use after the read order is complete.