Transparency report
Most black-box EA shops label every strategy “consistently profitable” and ask you to pay. This page is the opposite: it is a live count of how many strategies our own audit rejected, how many passed, and under which specific test. The numbers below are read from the live library on every request. Nothing is rounded up and failed checks are not removed.
The numbers, as measured
| Strategies audited | 3794 |
|---|---|
| Flagged by the audit | 2128 |
| Flag rate | 56.1% |
| Pending (checks still running) | 1656 |
| Pass rate | 0.3% |
| Passed the DSR overfitting check | 1 |
| Passed the significance check | 513 |
| DSR threshold used | 0.90 |
| Average DSR across the library | 0.14 |
| Average PSR across the library | 0.84 |
Why the pass rate is not 100%, and why that is the point
A 100% pass rate would mean the audit is not testing anything. Our pipeline rejects strategies that never trade, strategies that always hold a position, strategies whose discovery record cannot be reproduced, and strategies whose out-of-sample behaviour collapses. When a strategy fails a check, the failed check stays visible on its page instead of being quietly deleted.
The two statistical checks are deliberately separated. The Deflated Sharpe Ratio adjusts for how many variants were tried, and the significance test asks whether the result could plausibly have come from chance. A strategy can pass one and fail the other, and we report them separately rather than merging them into a single flattering badge.
How to verify any of this yourself
- Every listed strategy page publishes its measurement window, trade count and maximum drawdown.
- The published window is pinned by timestamp, so the same span can be reproduced in the MetaTrader 5 Strategy Tester.
- Costs are included, and execution assumes the next bar rather than a same-bar fill that could not have been obtained.
- Nothing on this site promises a return. If a page appears to, treat it as a bug.
Interactive detail
The panel below adds live charts and per-check breakdowns. Everything in it comes from the same source as the table above.