AhaSignals Point-in-Time Backtest Validation Benchmark
Abstract
AhaSignals Point-in-Time Backtest Validation Benchmark v1.0.0 is an open, source-dated test suite for determining whether a backtest used only SEC filing information available at the stated decision time. The release contains five deterministic reference cases covering: later comparative values backfilled into earlier decisions; a later sign change imported into a historical information set; preliminary evidence treated as a completed filing; an evidence upgrade hidden by an unchanged derived value; and different fiscal period ends presented as one synchronized quarter. Version 1.0.0 preserves 28 CoreWeave filing-vintage observations across 14 matched fact identities. Each case identifies its decision time, expected source vintage, forbidden future state, SEC accession evidence and deterministic pass rule. The included reference verifier passes all five cases. This release evaluates point-in-time data integrity only. It does not estimate alpha, information coefficient, portfolio returns, Sharpe ratio or drawdown, and it does not include a market-price or corporate-action dataset. The reference verifier is licensed under the MIT License. The original benchmark compilation, test fixtures and documentation are licensed under Creative Commons Attribution 4.0 International. Underlying factual information remains attributable to the cited SEC filings and issuers. AhaSignals is an independent research publisher and is not affiliated with, endorsed by or sponsored by the referenced issuers or the U.S. Securities and Exchange Commission. This material is provided for research and educational purposes only and is not investment, trading, legal, accounting or tax advice. Underlying source dataset:https://doi.org/10.5281/zenodo.22239714 Canonical research explanation:https://ahasignals.com/research/point-in-time-backtest-validation-benchmark/ Public repository:https://github.com/AhaSignals/pit-backtest-validation-benchmark GitHub release:https://github.com/AhaSignals/pit-backtest-validation-benchmark/releases/tag/v1.0.0 Benchmark payload SHA-256:b22aa620b67838f3fb21cdaf4a947c69d93b7e7ad71e5b653e18855625a5e5a4 Release archive SHA-256:dc90b937e9ae0460518e52c772e5ca0b1f06fac05b47bbeb81da794070881b80
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 3 September 2026
- Language
- EN