ValthorLabs

Research tools / Validation infrastructure

Measure risk relationships. Interrogate the evidence.

A growing suite of deterministic calculators and validation utilities designed to make strategy analysis more explicit, comparable and reproducible. The tools are not signals, forecasts or portfolio advice. They are decision-support utilities for systematic trading research.

Professional tools 25-tool catalogue Analytics layer
● Local processing ● Transparent methodology ● No data stored by default

Professional calculators

Ten tools ready for research work.

Each calculator runs locally, explains its inputs and keeps the output within a defined decision-support role. It does not predict future performance.

01 / EvidenceProfessional

Evidence Coverage Scorecard

Review evidence coverage across historical, OOS, stress, forward and parameter-stability testing.

  • Five-layer weighting
  • Evidence-gate warnings
  • Release-readiness posture
Open scorecard
02 / RiskProfessional

Drawdown Recovery Calculator

Calculate the nonlinear return required to recover from a drawdown and test a constant-rate recovery scenario.

  • Required recovery
  • Scenario recovery time
  • Capital-buffer discussion
Open calculator
03 / EdgeProfessional

Expectancy Calculator

Estimate net expectancy from win rate, average outcome and recurring transaction costs.

  • Net expectancy
  • Break-even sensitivity
  • Execution-cost warning
Open calculator
04 / SimulationProfessional

Monte Carlo Risk Simulator

Generate seeded trade sequences to inspect equity dispersion, drawdown percentiles and risk-of-ruin scenarios.

  • Equity percentiles
  • Ruin scenarios
  • Sequence risk
Open simulator
05 / ValidationProfessional

Walk-Forward Analysis Designer

Build rolling or anchored IS/OOS schedules and inspect coverage, overlap, gaps and window boundaries.

  • Dated window map
  • Methodology warnings
  • OOS structure
Open designer
06 / WorkflowProfessional

Research Snapshot Comparison

Compare two local scenario snapshots to document changed inputs and key outputs before a research decision.

  • Local JSON comparison
  • Changed-value highlighting
  • Reproducible notes
Compare snapshots
07 / WorkflowProfessional

Evidence Pack Builder

Combine selected local snapshots with a documented research decision and exportable review record.

  • Multi-snapshot pack
  • Decision record
  • Markdown or JSON
Build Evidence Pack
08 / DataProfessional

MT5 Strategy Report Analyzer

Import a tester summary locally, normalize detected metrics and expose missing evidence before a review.

  • HTML, CSV or text import
  • Coverage warnings
  • Research Snapshot export
Analyze MT5 report
09 / WorkflowProfessional

Research Test Journal

Record a test question, controlled change, evidence boundary, decision and next action in one exportable local entry.

  • Iteration record
  • Decision trace
  • Markdown or JSON
Create journal entry
10 / ExecutionProfessional

Execution Cost Stress Analyzer

Stress spread, commission, slippage and adverse-fill assumptions against a separately declared gross expectancy.

  • Scenario ladder
  • Break-even headroom
  • Local snapshot
Run cost stress

Recommended workflow

Use tools in a fixed review order.

The site should guide users through a disciplined sequence: risk feasibility, expectancy, validation coverage, simulation and report review.

01

Risk feasibility

Check drawdown recovery and capital-buffer pressure before reading return metrics.

02

Net expectancy

Include spread, commission, slippage and execution cost in the model.

03

Evidence coverage

Separate historical, OOS, stress and forward records before drawing conclusions.

04

Sequence risk

Use Monte Carlo to inspect drawdown dispersion and unfavorable trade order.

05

Report analysis

Normalize MT5 tester reports into comparable metrics and distributions.

06

Decision record

Document the test context, evidence boundary, decision and next research action.

Next modules / Current releases

Advanced utilities in active development.

MT5 Report Analyzer and Execution Cost Stress Analyzer have moved into the professional library. The remaining modules stay visible with their current development status and methodology boundaries.

06 / DataProfessional

MT5 Strategy Report Analyzer

Import MetaTrader 5 reports and normalize performance, risk, execution and trade-distribution metrics into one structured review.

Local report coverage review · Open module →
07 / ExecutionProfessional

Execution Cost Stress Analyzer

Measure how spread, commission, slippage, entry/exit degradation and broker variation can erode expectancy.

Baseline and stress scenarios · Open module →
08 / StabilityComing soon

Parameter Stability Explorer

Visualize parameter neighborhoods, plateaus, cliffs and isolated optima across performance, drawdown and trade-count surfaces.

Neighborhood screening · Open module →
09 / RobustnessComing soon

Backtest Robustness Analyzer

Detect low sample size, result concentration, outlier dependence, directional asymmetry and unstable rolling performance.

Basic evidence screen · Open module →
10 / ComparisonComing soon

Strategy Comparison Matrix

Compare systems under one validation schema across historical, recent, OOS, stress and forward evidence.

Evidence coverage matrix · Open module →
11 / ExposureComing soon

Position Size & Portfolio Exposure Calculator

Estimate position size, cash risk, margin context and aggregate exposure across multiple or correlated positions.

Risk and exposure translation · Open module →

Full library / 25 calculators

Six groups. One consistent research standard.

The catalogue is a product direction, not a release promise. Ten calculators are available today; the other fifteen remain clearly marked as coming soon.

01 / Risk & Capital5 tools

Capital pressure, drawdown recovery and position-level limits.

  • Live Drawdown Recovery Calculator
  • Capital Buffer Planner
  • Position Size & Portfolio Exposure
  • Risk of Ruin Explorer
  • Risk Limit Monitor
02 / Performance & Edge4 tools

Trade-level expectancy, outcome distribution and edge quality.

  • Live Expectancy Calculator
  • Profit Factor Context Analyzer
  • Trade Distribution Review
  • Break-even Sensitivity Map
03 / Validation & Robustness5 tools

Evidence coverage, stability checks and adverse sequencing.

  • Live Evidence Coverage Scorecard
  • Live Monte Carlo Risk Simulator
  • Live Walk-Forward Analysis Designer
  • Parameter Stability Explorer
  • Backtest Robustness Analyzer
04 / Execution & Broker4 tools

Execution cost, reports and broker-environment variance.

  • Live MT5 Strategy Report Analyzer
  • Live Execution Cost Stress Analyzer
  • Broker Condition Comparator
  • Execution Deviation Review
05 / Portfolio & Comparison3 tools

Comparable evidence and aggregate exposure across systems.

  • Strategy Comparison Matrix
  • Correlation & Exposure Review
  • Portfolio Allocation Review
06 / Research Workflow4 tools

Repeatable testing records, review gates and publication structure.

  • Live Research Snapshot Comparison
  • Live Evidence Pack Builder
  • Live Research Test Journal
  • Release Decision Gate

Operating principles

No black-box confidence scores.

01

Assumptions exposed

Inputs, formulas and scenario constraints are documented alongside each output.

02

Local by default

Current tools process inputs in the browser and do not transmit or retain user-entered values.

03

Evidence, not prediction

Outputs describe mathematical relationships or validation coverage. They do not predict future performance.

04

Comparable structure

All modules should use consistent labels, risk language and evidence classes across the site.