MIZAN · Reproduce it yourself

Don't trust our verifier. Run the math yourself.

A verification company should be the easiest in the world to check. So here is a live credential, the data behind it, and a script that re-derives every committed number on your own machine, offline, in about 200 lines of dependency-free Python — no MIZAN binary, no network, no account.

01What this proves

The engine claims it recomputes a strategy's honesty — the Deflated Sharpe, the drawdown, the costs — inside a zero-knowledge proof, so the number cannot be massaged by the person it judges. That claim is worthless if you have to take our word for the arithmetic. This kit lets you re-implement that arithmetic from scratch and confirm it lands on the same figures the credential committed, to the printed digit. If our engine and your clean-room Python ever disagreed, you would see it here first.

02Run it

mizan_recompute.pythe recomputation · ~200 lines, stdlib only btc_daily.csvthe pinned dataset · 1,096 daily bars disclosed_strategy.jsonthe deliberately-public fixture strategy
python3 mizan_recompute.py btc_daily.csv metric engine (committed) this script match ---------------------------------------------------------- Sharpe 0.75 0.75 OOS Sharpe 1.10 1.10 MaxDD % 16.16 16.16 Net % 47.6 47.6 CAGR % 13.9 13.9 Worst bar % -13.54 -13.54 Trades 65 65 Bars in mkt 129 129 ---------------------------------------------------------- EVERY COMMITTED NUMBER REPRODUCED INDEPENDENTLY.
Read the verdict, not the numbers

This credential is a FAIL. The disclosed strategy does not clear the gate — worst bar −13.54% breaches the floor, the Sharpe is too low. We ship it as the reference fixture on purpose: the point is not that the strategy is good; it is that the arithmetic refuses to flatter, and you can prove that for yourself.

03Why the strategy is public here (and nowhere else)

To recompute a credential you need the positions the strategy took, so this one fixture — our flagship BTC trend book, the same strategy whose Deflated-Sharpe credential reads 0.6779 (not significant): a Donchian-36 breakout with a 40-bar regime filter, long-only, at a disclosed cost model of 7bp fee + 3bp slippage per side — is published on purpose. It is the one strategy we reveal, precisely so the engine can be audited. Every other credential's strategy stays sealed: the whole point of MIZAN is that you prove a track record without showing it.

04Bonus: does the overfitting test have teeth?

A fair skeptic asks whether the Probability of Backtest Overfitting actually catches an overfit search, or blesses everything put in front of it. A second script settles it — the same exact CSCV over all 12,870 splits, run on two scenarios where the truth is known by construction: a pure-noise search (the winner is luck) and a genuine-skill search (the winner is real).

pbo_teeth_demo.pyexact CSCV, all 12,870 splits · ~45s, stdlib only
python3 pbo_teeth_demo.py C(16,8) = 12,870 combinations evaluated per scenario (exact, no sampling) A · pure-noise search (winner is luck) PBO = 0.442 → coin flip, no edge B · genuine-skill search (winner is real) PBO = 0.001 → not overfit MIZAN flagship credential (real, in-circuit): PBO = 0.0759 → same regime as B. The statistic separates luck from skill by construction — it has teeth.

The pure-noise search is flagged, genuine skill clears, and the flagship's real 0.0759 sits in the skill regime. The seed is fixed, so you get the same numbers every run. Full write-up: Does the overfitting statistic have teeth?

This is only half the magic

Reproducing a disclosed strategy proves the arithmetic is honest. The other half is proving your own strategy — machine learning, code, or discretion — without ever revealing it: you run it on your own machine and submit only its decisions, one position per bar. The logic never leaves your hands, and the credential still verifies for anyone. And any credential can be checked, offline, against the public verifier — no MIZAN binary required.