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The Alpha Edge Test
RUN IT YOURSELF — ON YOUR DEVICE

Does your forecast actually beat a fair naive benchmark, out-of-sample? Upload your forecast-vs-actuals history and get an honest verdict — scored against the tougher of two naive baselines using standard published scoring rules. Even when the answer is no.

Everything runs in your browser. Your data is never uploaded, stored, or transmitted — there is no server, no account, and no payment. After it has loaded once, it runs offline — install it from your browser menu to use it as an app.

Step 1 · Your data

or drag & drop a .csv / .tsv file here

Load a built-in example: a monthly demand model whose forecast looks busy but actually loses to the naive baseline. A good illustration of a FAIL.

Need a template? Download a blank CSV. Required columns: actual and forecast. Optional: date (for ordering), and sigma or lo/hi (to also score calibration & CRPS).

Step 2 · Confirm columns

The Alpha Edge Test · Result

Your download is a self-scored copy (unofficial) — you ran it on your own data. Need an independent, signed version to put in front of a boss, board, or client? Get it verified & signed →
Scope & disclaimer. Self-scored, method-only statistical analysis of data you provide, computed entirely on your device for your internal use. Standard published scoring rules (Forecast Value Added, calibration/PIT, CRPS, error-vs-naive) applied out-of-sample against a demanding naive benchmark. This reports whether an edge is real; it does not provide, promise, or imply one. It is not an audit, assurance, actuarial or expert opinion, not investment advice, and not intended for third-party reliance. McLaughlin Capital Investments LLC is not a registered investment adviser, broker-dealer, or CTA. © McLaughlin Capital Investments LLC · alphaedgetest.com
A FAIL is a valid, valuable outcome — often the most valuable one.