Stability Score is Quantprove's Mode 2 (Validation) output: a 0-100 score that measures how closely your live trading results track your backtest. It reviews changes in the return distribution, drawdown behavior, and edge quality while treating limited live evidence cautiously. A higher score means the live record still behaves more like the strategy you tested.
Why does Stability Score matter for traders?
A backtest answers one question: did this work in the past? Stability Score answers the harder one: is it still working now, and is there reason to believe it will keep working?
You cannot answer that from historical data alone. You need live trades, with real execution, real slippage, and real conditions, plus a way to test whether those trades still match the backtest.
Most traders skip this step. They see a profitable backtest, go live, and assume the edge carries over. Sometimes it does. Often it does not, and by the time the account is deep in drawdown the trader has lost months finding out.
Stability Score compares your backtest with live results and shows whether your system behaves as expected. It helps you see what remains consistent, what has drifted and where the live evidence needs attention.
In simpler words: Stability Score tells you whether your live trading is still the same strategy you backtested.
How does Stability Score treat limited live evidence?
Stability Score treats a short live record as provisional because a handful of outcomes can still be dominated by luck. As the live history grows, the comparison becomes more representative of the strategy’s current behavior.
The distribution comparison uses statistical tests to identify meaningful changes between the backtest and live results. Quantprove keeps the internal weighting and scoring logic private.
Mode 2 needs a floor of data to run at all: at least 30 backtest trades and 20 live trades.
What are the Stability Score tiers?
A Stability Score of 60 or above means your live results are tracking the backtest closely enough to trust. The four tiers:
- 80+Strong
- 60 to 79Solid
- 40 to 59Weak
- Below 40Critical
Where is Stability Score used in Quantprove?
Stability Score is the core output of Mode 2 (Validation), the second stage in Quantprove's workflow.
Edge Score grades a backtest on its own. Stability Score grades whether the live results live up to it. A strong Stability Score is the signal to graduate a strategy into Mode 3 (Monitor), where Health Score tracks every new trade against the backtest baseline to catch edge decay the moment it starts.
For the backtest mistakes that most often break live and tank a Stability Score, see common backtest mistakes.
Frequently asked questions
References
Related terms
- Health Score — A 0-100 combined score that shows whether a live strategy’s edge is still holding or quietly decaying over time.
- Edge Score — A 0 to 100 score that grades how real and how strong a trading strategy's edge is on its backtest.
- Expectancy — What one average trade is worth to you, after the wins and losses cancel out.
- Sortino Ratio — How much return a strategy earns for the losses it actually makes you feel.