Observed arrival · 2026-08-28
Lacuna Finds Where Your Backtest Breaks
An open-source Python tool that audits quantitative backtests for leakage, overfitting, robustness, costs, and reproducibility.
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Lacuna accepts a signal and price data through a Python study API, then runs supported validation checks and emits structured findings with provenance. The example command supplies evidence for splits, bootstrap tests, Sharpe, trials, parameters, subperiods, regimes, costs, data, and survivorship. Its displayed audit recognizes 12 of 12 required results, reports 100% coverage, and exports to HTML, JSON, or Markdown.
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