Hi Product Hunt! I'm Arhan, building free tools that check whether a trading backtest is real

Hi everyone, I'm Arhan, based in Dubai. I build Canli Capital, an open quant research project where every published number links to the file behind it, including the strategies that failed.

The problem I keep coming back to: if you try many versions of a trading strategy and keep the best one, its results look great because you picked it. So I built free checks for that: tell them how many versions you tried and they tell you how much of the result is luck (deflated Sharpe ratio, probability of backtest overfitting, minimum track record). They run in the browser, as a free API, or as MCP servers so you can ask Claude or Cursor "is this backtest real?". Every result comes with what it does not prove.

The part I'm proudest of is publishing our own failures: one statistic I designed turned out to call noise skilled 20% of the time instead of 5% when returns are autocorrelated, and that's on the site next to the fix.

If you trade, backtest, or build anything with financial data, I'd love to hear what you check before trusting a result. And if you have a backtest you'd like a second opinion on, post the Sharpe, how many variants you tried, and the test length, and I'll run the numbers.