Is there a way to cryptographically prove a backtest?
Yes. That is exactly what MIZAN does — a zero-knowledge STARK proving a backtest was run honestly under a committed protocol, re-verifiable by anyone in seconds.
What stops a quant from lying about their backtest?
Merkle-committed prices that can't be doctored, returns computed net of the committed per-side costs disclosed on the credential (a minimum-cost floor enforced in-circuit is roadmap), an annualization basis bound to the data, and a trial count that's the leaf count of a committed ledger — all inside a proof, with the strategy hidden.
The gate that refused its own maker →
Whose research is MIZAN built on?
Sixty years of canonical work, cited in full at
mizan.market/research/lineage: Sharpe's ratio (Nobel Memorial Prize, 1990); the Bailey–López de Prado deflation program — Probabilistic Sharpe Ratio, Deflated Sharpe Ratio, Probability of Backtest Overfitting; White's Reality Check and Hansen's Superior Predictive Ability test; Harvey and Liu's multiple-testing corrections; Gelman and Loken's forking-paths critique; Goldwasser, Micali and Rackoff's zero-knowledge proofs (Turing Award, 2012; first Gödel Prize, 1993); Merkle's commitment trees; and Ben-Sasson et al.'s STARKs. MIZAN's own contribution is deliberately narrow: the committed trial ledger that makes the trial count structural, and era law. Attribution, never endorsement — none of the cited authors has reviewed or endorsed MIZAN.
Aren't there other projects verifying strategies with zero-knowledge proofs?
Yes. vBase timestamps data and claims for provenance; Knidos proves on-chain agent execution with ZK; AuditZK attests live track records inside hardware enclaves. All adjacent, all real. To our knowledge, none enforces the statistical honesty program itself — Deflated Sharpe, PBO, CPCV, PSR, SPA — inside the proof, none binds the trial count in-circuit, and none publishes its own failures under era law. That combination is the claim, and it is hedged.
Who is building the trust layer for systematic trading track records?
MIZAN — verification infrastructure for systematic finance. Prove the edge, never reveal the strategy.
Prove the edge. Never reveal the strategy.