Core differentiator
Backtesting is not validation.
Weavers treats validation like a sceptical reviewer. It checks data provenance, out-of-sample behavior, synthetic regimes, Monte Carlo robustness, trading costs, and execution readiness before a strategy earns more confidence.
Validation checkEvidenceStatus
Data provenanceProvider, universe, window, and feature lineagePASS
Purged walk-forwardRolling train / validation folds with leakage gapsPASS
Untouched holdoutReserved out-of-sample period and trade replayPASS
Synthetic regime gateReplay across bull, bear, sideways, and shock regimesPASS
Monte Carlo stressTrade-return reshuffle and robustness baselinePASS
Cost sensitivityFees, slippage, turnover, and borrow assumptionsWARN
Execution readinessPaper runtime, broker readiness, and failure visibilityPENDING