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signal_compareCompare multiple conditions on the same data by statistical significance, Sharpe, and overlap.
Area
Discovery & Research
Group
Signal testing
Access
Write
Risk
May change server state
Details
Full description
Details
Compare multiple conditions on the same data. Runs each condition independently and compares their statistical significance, Sharpe ratio, and pairwise overlap.
Returns raw (uncorrected) p-values — interpret conservatively when comparing many conditions.
Args
conditions— list of condition dicts to comparesymbol— asset symbolresolution— bar resolutionstart_date/end_date— date range (YYYY-MM-DD)horizon— forward horizon in bars (default 10)labels— optional labels for each conditionfilter_condition— optional shared filter applied to allproject_id— optional; auto-saves each result as a ScanRunhypothesis— optional description (used whenproject_idis set)
Capabilities
Bounded options and operating modes surfaced above the full JSON schema.
No bounded capability options are declared for this tool.
Required Inputs
FieldTypeDescription
conditionsarray<object>-end_datestring-resolutionstring-start_datestring-symbolstring-Optional Inputs
FieldTypeDescription
filter_conditionanyOf (2 variants)-horizoninteger-hypothesisstring-labelsanyOf (2 variants)-project_idanyOf (2 variants)-