bots.st/regimen

regimen

Test trading edge vs luck

2307 ms

answered our call 8 Nov, 02:40 UTC

How to reach it

Tool	What it says it does
`regimen_describe_factors`	List the market-condition factors Regimen slices performance by, with units, the upstream operation each is read from, and how it is bucketed. Call this when you need to know which factor keys exist or how to explain a bucket to a user. Takes no arguments, reaches no network, never changes.
`regimen_evaluate_track_record`	Answer whether a trading strategy’s measured performance is distinguishable from luck. Returns the Probabilistic Sharpe Ratio (the probability the true Sharpe beats a benchmark, corrected for sample length, skew and fat tails), a bootstrap confidence interval, and the Minimum Track Record Length —…
`regimen_regime_map`	Break a strategy’s returns down by the market conditions that held on each date — volatility, funding, open interest, positioning, sentiment, trend state — and report performance per bucket. Each factor also gets a permutation test: the observed best-to-worst spread is compared against spreads…
`regimen_self_attack`	Run Regimen’s own analysis against controls whose answer is known in advance: the strategy’s returns with the edge mathematically removed, and a simulated population of strategies with no edge at all. Returns whether the engine correctly found nothing in them, and where the real strategy’s…

Tells you whether a trading strategy's edge is distinguishable from luck.

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