workflow.run_sharpe_stats
shallowio.github.SKalinin909/tradingcalc · Verify this server
Sharpe ratio with the Lo (2002) serial-correlation-aware annualization correction (the naive sqrt(periods_per_year) scaling overstates or understates the true annualized Sharpe when returns are autocorrelated), plus the Probabilistic Sharpe Ratio (Bailey & Lopez de Prado): the probability the true Sharpe exceeds a benchmark, adjusted for the sample's skewness/kurtosis and length, not just its point estimate. Use when user asks "what's my real annualized Sharpe, not the naive one?" or "how confident can I be this Sharpe ratio is actually good?". Returns: sharpe_period, sharpe_annualized_naive, sharpe_annualized_lo, autocorrelation_lag1, psr, skewness, kurtosis.
1 trials · measured 2 days ago
workflow.run_sharpe_stats scores 100.0/100 on Vouch's measured behaviour index, from 1 real invocation trials against io.github.SKalinin909/tradingcalc, measured 18 Oct 2026 under methodology v0.2.0. Every measured component scored 100.
Component breakdown
| Component | Weight | Value |
|---|---|---|
| Reliability | 35% | not applicable |
| Schema integrity | 25% | 100.0 |
| Failure behaviour | 15% | not applicable |
| Latency | 15% | not applicable |
| Concurrency | 10% | not applicable |
Tool details
- Transport
- remote
- Credential class
- self-provisionable
- Category
- Finance & compliance
- Input schema
- not declared
- Output schema
- not declared
- Side-effect classification
- unclassified
Score history
| Day | Score | Tier | Methodology |
|---|---|---|---|
| 2026-10-18 | 100.0 | shallow | v0.2.0 |
Probe evidence
| Probe | Outcomes |
|---|---|
| schema_integrity | pass: 1 |
Raw request/response logs are not archived yet — the outcome counts above are drawn directly from every recorded trial.
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