MMT

Backtest · System Validation

Historical composite scores + four validation analytics: quintile bucketing (does the score predict forward returns?), regime transitions (which flips are actionable?), plumbing kill-switch hit-rate, and per-lens Information Coefficient. No look-ahead — each point uses only data available on that day.

Computing backtest… fetches every indicator series once and scores at each step. First load can take ~30s for longer ranges.
connecting…