{"uid":"cap_U_efdVJav_tKGz9Q9ADfH","slug":"money-mind-clustered-t-stat-adjudication-a37ccb31","name":"Money Mind — Clustered T-Stat Adjudication","description":"Pay-per-call adjudication for trading research.\nEleven gates that killed 35 of our own concepts. Is your backtest real, is your\nprice data real, is your t-stat inflated? USDC on Base, no account needed.","url":"https://money-mind-extract.onrender.com/clusteredt?utm_source=zero.xyz","method":"POST","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method","body"],"properties":{"body":{"type":"object","description":"Use when your trades are not independent — several in the same day, the same regime, or a correlated basket. A t-stat computed as if every trade were an independent draw is inflated; in this repo the factor was about 1.9x. Give per-trade returns and their dates; returns the naive t, the date-cluster"},"type":{"type":"string","const":"http"},"method":{"enum":["POST"],"type":"string"},"bodyType":{"enum":["json"],"type":"string"}},"additionalProperties":false},"output":{"type":"object","properties":{"type":{"type":"string"},"example":{"type":"object"}}}}},"responseSchema":{"type":"json","example":{"naive_t":5.98,"date_clustered_t":1.29,"independent_days":10,"inflation_factor":4.65}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.25","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.25/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.25","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.25","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_owK6mmsgomLp2DmFTHZVx","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.25","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Corrects inflated t-statistics in backtests by clustering trades by date to account for non-independence, returning both naive and date-adjusted t-values.","exampleAgentPrompt":"I have a backtest where multiple trades happen on the same day — can you check whether my t-stat of 5.98 is inflated by date clustering? Here are the per-trade returns and their dates.","exampleUseCases":[{"title":"Day-trading strategy significance check","prompt":"I built a mean-reversion strategy that fires several trades per day. My naive t-stat is 6.2, but I'm worried it's inflated because the trades aren't independent. Can you run the date-cluster correction on my trade returns and dates to see what the real t-stat is?"},{"title":"Correlated basket backtest validation","prompt":"I'm trading a basket of correlated ETFs and my backtest shows a t-stat of 4.8, but many trades happen on the same dates across instruments. Can you compute the cluster-adjusted t-stat to tell me how much inflation there is and how many truly independent days I have?"},{"title":"Regime-clustered strategy adjudication","prompt":"My momentum strategy trades in bursts during trending regimes — lots of trades clustered in the same few weeks. My reported t-stat is 5.5 but I suspect it's way overstated. Run the date-cluster t-stat correction on these returns and dates and tell me the inflation factor."}],"resultDescription":"Returns a JSON object with the naive (unadjusted) t-statistic, the date-clustered (corrected) t-statistic, the number of independent trading days identified, and the inflation factor — showing how much the naive t-stat overstates true statistical significance due to non-independent trades.","failureModes":["Missing required per-trade returns or dates causes validation error","Too few unique trading dates to compute a meaningful cluster adjustment","All trades on unique dates — clustering has no effect, inflation factor near 1.0","Payment failure in USDC on Base blocks the call","Malformed date formats in the trade log cause parsing errors"],"whenToPreferThis":"Use this endpoint when your backtest has multiple trades on the same day, trades in the same market regime, or a correlated basket — any situation where the standard independent-draws t-stat assumption is violated. It directly quantifies how inflated your t-stat is, providing both naive and corrected values so you can assess whether your strategy's edge is real or a statistical artifact of clustering.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-18T12:46:22.842Z","isFirstParty":false,"canonicalSlug":"money-mind-clustered-t-stat-adjudication-a37ccb31"}