StrategyVerdict

A recorded verdict: a version's out-of-sample backtest judged against the most recent comparable backtest of its previous version, deflated by every trial in the strategy lineage's ledger. Never edited; a re-evaluation appends a new one.

type StrategyVerdict {
  id: ID!
  outcome: VerdictOutcome!
  trials: Int!
  deflatedSharpe: Float
  oosTrades: Int!
  reasons: [String!]!
  claim: String!
  caveat: String
  mayCallBetter: Boolean!
  mayApply: Boolean!
  mayPublish: Boolean!
  candidateStrategyId: ID!
  baselineStrategyId: ID!
  candidateBacktestId: ID!
  baselineBacktestId: ID!
  createdAt: Time!
}

Fields

StrategyVerdict.id ● ID! non-null scalar

StrategyVerdict.outcome ● VerdictOutcome! non-null enum

StrategyVerdict.trials ● Int! non-null scalar

The lineage's trial count (backtests, every hyperopt epoch, variants) the verdict was deflated by.

StrategyVerdict.deflatedSharpe ● Float scalar

Probability the true Sharpe is positive after correcting for the trial count (0..1). Null when not computed.

StrategyVerdict.oosTrades ● Int! non-null scalar

Closed trades in the version's out-of-sample run.

StrategyVerdict.reasons ● [String!]! non-null scalar

Server-authored explanations, most important first.

StrategyVerdict.claim ● String! non-null scalar

The one sentence to show about this verdict. Surfaces must use it verbatim; only a PASS claim says 'better'.

StrategyVerdict.caveat ● String scalar

For WARN: the caveat the apply and dry-run actions must show. Null otherwise.

StrategyVerdict.mayCallBetter ● Boolean! non-null scalar

True only for PASS.

StrategyVerdict.mayApply ● Boolean! non-null scalar

True for PASS and WARN (WARN with its caveat shown).

StrategyVerdict.mayPublish ● Boolean! non-null scalar

True only for PASS.

StrategyVerdict.candidateStrategyId ● ID! non-null scalar

StrategyVerdict.baselineStrategyId ● ID! non-null scalar

StrategyVerdict.candidateBacktestId ● ID! non-null scalar

StrategyVerdict.baselineBacktestId ● ID! non-null scalar

StrategyVerdict.createdAt ● Time! non-null scalar

Returned By

evaluateStrategyVersion mutation

Member Of

AssistantMissionVariant object ● HyperoptReplayCheck object ● Strategy object