Stratify

Turn a stored backtest into a finished, self-contained Stratify report — one HTML document with the honesty panel, equity and drawdown curves, walk-forward folds, the gross-to-net breakdown, a month grid and the trade table. PUBLISH THE RETURNED HTML VERBATIM AS AN ARTIFACT (Claude), a canvas document (ChatGPT, Gemini), or write it to a .html file (CLI clients). Do not rewrite it, summarise it into your own chart code, or regenerate the figures — the numbers in it came from the backtest, and anything you redraw from a table is a second source that can disagree with the first. It needs no network, no libraries and no build step, and it renders on light and dark. Use it when someone asks for a report, a summary they can keep, something to share, or an artifact.

What data is available: symbols, date range, resolution, structures, gates, biases, the cost model, and every known gap. Call this before building a spec.

How a result is produced and how to judge it: entry pricing, settlement, margin, slippage, the honesty rubric, and what each check can and cannot prove. Read this before trusting any backtest, including ours.

Fetch a document or backtest result by id, as returned by search.

Retrieve a previous backtest result by its id — honesty panel, equity curve and per-trade detail, exactly as first computed.

Strategies from THIS account's history that held up under out-of-sample and walk-forward checks, not merely ones that made money. Ranked by worst walk-forward fold — consistency, not size. Call it to answer 'what has worked for me so far?' without re-running anything.

Reports this account has filed, and where each one stands. Use it to answer 'did that bug I reported ever get fixed?'.

Backtest an Indian index option strategy on real 1-minute NIFTY options data. Returns P&L after real charges and slippage, return-on-margin, and an honesty panel: out-of-sample split, walk-forward folds, bootstrap interval, and a deflated Sharpe that accounts for how many variants you have already tried. Refuses windows too narrow to be meaningful, and reports no ratios below 30 trades. Two spec forms: a PRESET (structure + params) for the common shapes, or an OPEN STRATEGY (legs + rules) for anything else — any number of legs at any strikes on any expiry, strikes chosen by percent, points, premium or delta, entry at any minute, and rules that CHANGE the position while it is live (roll a tested leg, close one side, add a hedge, trail a stop) plus book-level rules like standing down after three losers. Nothing here is restricted by tier; a paid tier only widens the date window.

Search what this service covers — symbols, dates, structures, signals, methodology. Returns ids usable with fetch.

Report a bug, request a feature, flag a data gap, or say what worked. Use this whenever the user expresses a problem with this service or wishes it did something it does not — do not just apologise to them, file it. If a backtest was involved, pass its backtest_id: that attaches the exact spec and the recent call trail so the issue can be reproduced without a reply. Tell the user you filed it and give them the returned id.