Backtest Honesty instruments

What this family is for

Three instruments for three places the evidence can lie. The Overfit Auditor bounds how much of a reported result could be an artifact of the search that produced it: trial accounting, probability of backtest overfitting via combinatorially symmetric cross-validation, deflated performance statistics adjusted for trials, track length and non-normal returns, and walk-forward degradation curves published whole rather than at their best window.

Data Forensics points the same fidelity battery at the dataset underneath — carry-forward and merge artifacts, per-side staleness, gap structure, bar provenance — because a clean statistic computed on a lying dataset is still a lie. The Reproducible Verdict Kernel renders the verdicts themselves: stationary-block-bootstrap confidence intervals, HAC standard errors, Benjamini–Hochberg false-discovery-rate masking, and byte-reproducible output from a zero-dependency core.

They are a family because you cannot audit a search process on data you have not audited. None of them can certify that a strategy works — no statistic can. They bound the ways the evidence can be an illusion.