SCIENTER

Due diligence

Demo data

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Ranked by deflated Sharpe, not by profit. Sorting 44.0K traders by return and keeping the top hundred is running 44.0K trials and reporting the luckiest; every ranking on this page starts by admitting that.

Traders scanned
44,013
Vaults scanned
3,167
Window
90 d
Judged in full
172

The honest note

Of the top 100 traders by raw Sharpe under this filter, 0 pass the Deflated Sharpe test. This filter matters more than any ranking on this page.

Sorting 44.0K candidates and keeping the best is running that many trials and reporting the luckiest. The deflated test raises the bar to the expected maximum of that many zero-skill trials before asking whether a record beats it — which is why so few clear 0.95. Method: Bailey & López de Prado (2014), “The Deflated Sharpe Ratio”.

#AddressVerdictScoreDeflated SharpeObsReturnMax DDBTC corrCurve
10x851b…8ebcLikely lucky320.08642+91.2%7%0.63
20x81a5…8a55Likely lucky320.004110+84.7%6%0.35
30x01f0…2c3fLikely lucky290.00375+54.6%14%-0.03
40xc682…a0f1Likely lucky310.00152+60.3%15%0.05
50xc0b6…b410Likely lucky230.00048+35.6%19%0.11
60xcda7…bd12Likely lucky260.00049+29.8%10%0.16
70x109f…211aLikely lucky250.00040+5.5%14%-0.10
80xdc47…ea7cLikely lucky250.00051+17.3%15%0.02
90x4115…4830Likely lucky200.00066+50.0%18%0.52
100x852e…48e8Likely lucky260.00061+40.8%17%-0.05
110x2980…d8c4Likely lucky210.00068+15.0%12%0.57
120xbc80…03ebLikely lucky190.00073+26.3%10%0.69
130x9317…9b23Likely lucky240.00048+1.3%11%0.09
140x7819…f7afLikely lucky250.000188+142.0%8%0.67
150x857a…ec5cLikely lucky270.000120+84.4%16%0.00
160xb452…edc3Likely lucky230.00086+68.2%17%0.24
170x2009…6636Likely lucky190.00085+43.2%16%0.58
180xf019…cb3dLikely lucky230.00062+3.7%14%0.05
190xe4ef…a23aLosing money200.00051-5.0%28%0.16
200x2c9f…64c5Likely lucky250.00064+2.6%7%0.16
210x4ae1…3bc7Likely lucky280.000303+319.4%7%0.38
220xdba3…db3aLikely lucky230.00090+35.7%17%-0.13
230xbb91…906aLosing money110.00054-13.9%22%0.82
240x0e97…48d0Beta only170.00090+14.9%17%0.85
250x3156…69eeLikely lucky230.00096+31.2%11%0.34
260x4f59…b69fLikely lucky250.000128+107.0%19%-0.00
270xe21d…ad15Losing money150.00058-13.5%24%0.46
280xb901…2988Beta only90.00090+15.2%38%0.90
290x7cc8…3374Likely lucky160.000109+38.0%28%0.47
300x5bbd…7cecLosing money120.00043-27.7%40%0.49
310xd0f5…f3eeBeta only110.00090+8.5%32%0.94
320x5287…6596Likely lucky210.00086+4.1%18%0.11
330x7c51…2914Losing money140.00055-28.0%28%0.35
340x92e3…04e1Likely lucky270.000277+1281.1%21%0.06
350x8e3a…50daLikely lucky190.00093+15.3%26%0.18
360xa9a5…1fa7Losing money150.00062-25.8%34%0.06
370xc66a…f431Beta only90.00090+4.2%32%0.91
380x23ec…abddLikely lucky230.000121+68.4%20%-0.04
390xbdca…53b9Beta only140.000147+95.4%26%0.92
400xc374…891dLikely lucky210.00098+8.8%13%0.36
410xe58e…bee8Losing money60.00046-32.9%37%0.88
420x316e…16aeBeta only120.00090+1.5%23%0.91
430x8dee…d8d8Losing money140.00082-11.1%30%0.28
440xeb55…51f3Likely lucky180.000105+9.9%18%0.50
450xafba…2c9fLosing money100.00090-10.1%28%0.94
460xbc1d…f2ecLosing money240.00088-3.9%13%0.01
470xf38f…cfa4Likely lucky160.000115+11.6%28%-0.25
480xcc3e…eec5Losing money170.00081-11.5%13%0.46
490x067b…979bLikely lucky280.000437+3431.1%13%0.13
500x529f…1256Losing money190.000102-7.5%16%0.32
510x77d0…fb80Losing money200.00063-19.5%22%0.02
520xd37d…84d4Losing money210.000102-10.3%21%-0.05
530x615d…cad7Losing money70.000117-17.3%49%0.55
540xeab7…0719Losing money210.000100-12.6%16%0.01
550x1ce0…79ebLosing money190.000124-3.4%26%0.01
560xe205…0055Losing money110.000103-26.6%36%0.41
570x251a…765cBeta only130.000187+49.2%24%0.92
580xe0b4…d230Losing money130.00098-29.3%31%0.44
590x8745…d0d1Losing money80.000127-14.5%43%0.68
600xbc35…9facLosing money180.000114-10.4%20%0.53
610x1757…d8c0Losing money150.000115-22.3%37%-0.04
620xa651…7c1dBeta only50.000197+77.1%49%0.90
630xab41…b1c7Losing money110.000138-5.5%24%0.88
640x6852…36d9Losing money90.00085-30.0%30%0.74
650x50a6…1aadLikely lucky70.000189+23.8%49%0.68
660xc4dd…576aLikely lucky210.000273+58.5%12%0.40
670xcd90…1052Losing money150.00086-30.9%33%0.16
680x7ff6…51e6Likely lucky160.000241+64.8%35%0.17
690xbd36…d9f1Losing money110.000173-30.7%49%0.06
700x3320…d9bbLosing money150.000143-24.7%31%0.19
710x58a5…7d9fBeta only170.000452+1844.6%20%0.82
720xfbf0…97deLikely lucky170.000237+24.0%31%-0.05
730xea43…f6e3Losing money180.000191-8.4%23%0.16
740x178b…a402Losing money70.00081-61.3%61%0.42
750x507a…413dLosing money60.000118-81.7%82%0.53
760x6146…1e17Likely lucky240.000315+43.2%10%0.13
770x7232…100eBeta only50.000320+176.7%48%0.94
780x946c…41e9Beta only120.000310+46.8%24%0.93
790x9440…a2f3Losing money20.000248-11.5%53%0.88
800xfa54…05beLikely lucky170.000354+145.9%36%-0.08
810x2a92…33d4Losing money50.000255-16.3%49%0.76
820x2f2a…f4f8Likely lucky240.000475+228.5%18%0.07
830x7e6d…14deLikely lucky210.000352+51.8%24%-0.02
840x3fef…5853Beta only100.000480+1255.3%40%0.83
850x1977…dd0dLosing money160.000274-3.5%24%0.26
860x32b4…f304Losing money140.000287-4.5%40%0.00
870x8463…52caLosing money110.000208-73.8%83%0.06
880xab03…9c25Likely lucky150.000335+9.8%25%0.51
890x2dc2…2e1aLosing money100.000262-35.2%51%0.12
900x00d1…7b67Likely lucky150.000350+15.3%31%0.32
910x683a…8a19Likely lucky140.000487+263.5%47%-0.04
920x66dc…0d9bLosing money110.000241-80.2%88%0.05
930xb47e…8cb9Likely lucky200.000419+58.5%22%0.07
940xff2c…03b4Losing money110.000200-87.7%88%0.01
950xc8c8…ddc6Losing money110.000271-50.9%58%-0.01
960xca31…bdd4Losing money110.000185-67.2%70%0.03
970x3c04…513aLosing money90.000336-41.9%48%0.27
980x1007…2a41Beta only130.000445+43.4%18%0.87
990x77b8…4ec0Losing money110.000312-42.5%43%0.22
1000xde7c…0249Beta only50.000443+41.3%44%0.92

Showing 100 of 115 that clear the filters, from 128 judged.