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Lag Lab

Discover lead-lag correlations between assets, backtest the edge, and validate with robustness checks. Configure your assets and run an analysis to begin.

Risk Warnings
  • ⚠THIS IS A BACKTEST — NOT FINANCIAL ADVICE
  • ⚠Lag relationships break down in regime changes (crises, policy shifts)
  • ⚠Monte Carlo validation helps but does NOT guarantee real-world profits
  • ⚠Slippage, spreads & commissions may eliminate any edge
  • ⚠Overfitting is likely if you search over many lags/thresholds
  • ⚠Paper trading results ≠ live trading results (execution differs)
  • ⚠Walk-forward testing reduces but does not eliminate overfitting risk
  • ⚠Past performance does not predict future returns