Service 02

Backtest & Research Integrity Review

A review of whether a research result used information available at the time and can be executed and reproduced under its stated assumptions.

When to call

Use this review when a strategy, model or research result looks promising but its historical availability, execution assumptions or path to production is unclear. It is particularly useful before a release, allocation decision or client-facing claim.

Who and what to bring

Research leads, portfolio-technology teams and product owners normally provide the research artifact, raw and derived inputs, code or reproducible runs, parameter history, trading assumptions and a description of the intended live workflow.

What gets tested

  • Point-in-time data availability, revisions and label construction
  • Commissions, spread, slippage, fills, rolls and expiration
  • Trading horizons based on available trading bars
  • Parameter sensitivity, controls and reproducibility
  • Consistency between research and the intended operating workflow

How the work runs

The review maps data availability, reproduces selected paths, tests failure modes and distinguishes an exploratory result from a deployable process. The written output contains a point-in-time map, execution-assumption review, defect register and prioritized repair plan.

What is excluded

The review does not provide investment advice, validate returns, execute trades or guarantee live performance. A result can be methodologically sound and still be commercially unsuitable.

Working principle

What you receive

A reproducibility checklist, point-in-time map, execution-assumption review, defect register and prioritized repair plan with clear claim boundaries.