Tradevo Technologies Inc.
Every systematic strategy rests on a chain of claims — that the data was knowable, that the backtest was honest, that the record is complete, that the execution matched the plan. Each link is a place the chain quietly fails. We build the instrument that closes each one.
Two months, typically, in which a number describes a period the market cannot see yet. Join a dataset on period end instead of filing date and your backtest spends that window trading on information nobody had. It is the most common way a strategy looks brilliant in testing and ordinary in production — and it is measured here from the 632,933 point-in-time records behind Tradevo Data, not estimated.
Lookahead bias
US company fundamentals dated to the moment they were actually filed, so a backtest only ever sees what was public at the time.
Overfitting
Turns a closed-trade export into a sealed, versioned evidence record — declarations fingerprinted, assumptions frozen, results reproducible.
Cherry-picking
Validated futures signals on your chart, with the live forward record kept public — losses included — and labeled separately from hypothetical backtests.
Execution drift
Pick a validated strategy, allocate USDC, and it runs on-chain from your own wallet under a scoped, revocable authorization.
The argument only counts if you can audit it. The dataset, its builder, and the client library are public — take them without talking to us.
Dataset coverage 2000–2026 · most recent filing ingested 2026-09-14