Most "profitable" backtests are phantoms. Upload your ledger or backtest and we run the same overfit battery and phantom-PnL detectors our own trading desk uses to kill fake edges — then tell you, per market, whether the edge is real.
This quarter we found and eliminated six backtest-phantom classes that were inflating our own paper edges by up to ~96%. Every one is now a detector you can run against your ledger.
Entries stamped at or after settlement — an edge that "knew" the outcome. Point-in-time entry-timestamp guard.
Gross PnL booked without the fees/funding/slippage that make it net-negative. Re-couples every leg to true net.
Schema/feed drift injecting synthetic 0.5/0.0 marks that fabricate fills. Signature-keyed contamination scan.
Fills booked before a tradable book existed — liquidity that wasn't there. Book-existence gate at entry epoch.
Re-materialized legs booked outside the payable band, inflating capital-velocity. Engine-rev + band audit.
Percent-return divided by a near-zero entry cost → explosive fake %/day. Cost-basis-floor + denominator guard.
+ Survivorship guard — dead / delisted / resolved-away markets excluded from the roster before any statistic is computed.
Not a truncated "DSR + PBO + CPCV" checklist — the complete quant + forecast-verification battery (72 instruments, ~24 tractable-at-scale), the same one that gates every strategy on our desk. Grouped by family:
DSR · PBO · CPCV · White Reality-Check · Hansen SPA · walk-forward · MC-permutation · n_eff deflation · PSR · MinTRL · model-confidence-set · Pesaran-Timmermann · Diebold-Mariano · BH-FDR · BY-FDR · Holm-Bonferroni · Romano-Wolf · variance-ratio · regime-break · online-FDR (SAFFRON) · anytime-valid CS
Info-ratio · Sortino · Omega · tail-ratio · Kelly-growth · capacity-adjusted · Calmar · Ulcer-PI · CDaR · CVaR · Rachev · K-ratio · √-law capacity · carry-to-risk · vol-surface no-arb
Brier · Brier-skill · log-loss · reliability/ECE · CLV · CRPS · resolution-decomp · calib slope/intercept · Spiegelhalter-z · ranked-prob-score · Mincer-Zarnowitz · conformal interval
realized-spread · adverse-selection · effective-spread · impl-shortfall · fill-ratio · inventory-risk · Kyle-λ · Amihud · VPIN · queue-value · Hasbrouck info-share · Roll-Corwin-Schultz
net-after-fee · settlement-truth · paired-leg-completeness · convergence-time/capital-lock · cointegration/OU-halflife
hit-rate decomp · greeks-PnL attribution · mtm-velocity · information-coefficient · carry-return attribution · variance-risk-premium · QLIKE
Full = 72 instruments. Every persona on our own fleet is judged by the family-correct subset of these — a directional edge by DSR + Kelly-growth, an options edge by greeks-attribution, a maker by realized-spread net of rebates, a prediction market by Brier + CLV.
One-stop integrity shop. The universal overfit battery + phantom detectors apply to everything; each market adds its own failure modes. Pick your packs.
Near-settle lookahead · feed field-drift · settlement-truth · paired-leg-completeness · the full calibration family (Brier/CLV/ECE/CRPS/RPS/reliability). Kalshi · Polymarket · Limitless · sports.
Buy pack · $19/mo →Greeks-PnL attribution · IV-lookahead · c0 cost-basis division · vol-surface no-arbitrage · variance-risk-premium · QLIKE. Tradier · IBKR · alpaca options.
Buy pack · $19/mo →Funding-lookahead · carry-to-risk · carry-return attribution (is it carry or disguised spot?) · convergence-time/capital-lock. Perp DEX/CEX.
Buy pack · $19/mo →Contango/roll artifacts · continuous-contract roll-adjustment · cointegration/OU-halflife · carry-to-risk. CME/commodity/gold futures.
Buy pack · $19/mo →Wash-trade & venue-outage gap detection · mtm-velocity · Amihud/Kyle-λ illiquidity · VPIN toxicity · Hasbrouck cross-venue info-share. Coinbase/Gemini/spot.
Buy pack · $19/mo →Survivorship · point-in-time (look-ahead) fundamentals · corp-action/split adjustment · information-coefficient · variance-ratio. Alpaca/IBKR/Robinhood equities.
Buy pack · $19/mo →Any taker or maker: realized & effective spread net of rebates · adverse-selection · implementation-shortfall · fill-ratio · inventory-risk · queue-value.
Buy pack · $19/mo →The 72-instrument selection/risk battery + all 6 phantom detectors + survivorship. Market-independent. The core of every plan.
| Check | Predict | Equities | Options | Perps | Futures | Spot/Crypto |
|---|---|---|---|---|---|---|
| Overfit battery (72) | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |
| Net-decoupled PnL | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |
| Pre-liquidity fills | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |
| Recycle / velocity | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |
| Survivorship | ✓ | ✓ | ✓ | · | ✓ | ✓ |
| Near-settle lookahead | ✓ | · | ✓ | · | ✓ | · |
| Feed field-drift | ✓ | · | · | · | · | ✓ |
| c0 cost-basis div | ✓ | · | ✓ | · | · | · |
| Calibration family | ✓ | · | · | · | · | · |
| Greeks / IV lookahead | · | · | ✓ | · | · | · |
| Funding / carry | · | · | · | ✓ | ✓ | · |
| Roll / contango | · | · | · | · | ✓ | · |
| Look-ahead fundamentals | · | ✓ | · | · | · | · |
| Wash-trade / outage gap | · | · | · | · | · | ✓ |
À-la-carte: add any single market pack to Quant for $19/mo, or run a one-off single-ledger audit. Prediction-market-only traders: the dedicated PM Validator is $29.
Phantom Auditor is the trading-desk face of a shared integrity platform — three verification engines that all ship only verified findings, one account, one console. A quant fund that trades via code needs all three: a real edge in a buggy, insecure bot still loses.
Strategy & backtest integrity. Is the edge real, or a phantom / overfit / look-ahead artifact? The 72-instrument battery on your ledger.
Code integrity. AST bug-class detectors + CI auto-fix PRs on your execution code — the bot that runs the edge.
Security & posture integrity. A LIVE-vs-canonical parity oracle that ships only findings it has reproduced as exploitable — zero false positives, a proof for every finding. The keys & infra the bot runs on.
See Solvd →TradeHouse · Elite AI Empire. Phantom Auditor runs the same overfit battery and phantom-PnL detectors that gate our own trading fleet. Upload a ledger (CSV / fills / backtest), get a per-market integrity verdict. The battery is real: 72 instruments, 6 phantom classes, survivorship — enumerated, not marketing.