Audit: confirmation_filter_signal  (annualised Sharpe 10.63)
  [FAIL] signal uses no future data                     28/50 values changed
  [FAIL] position is decided before the bar it trades   28/50 values changed
  [OK]   edge survives multiple testing                 PSR (1 trial) = 1.000
  Verdict: DO NOT TRUST THIS BACKTEST

Audit: momentum_signal  (annualised Sharpe 4.73)
  [OK]   signal uses no future data                     0/50 values changed
  [FAIL] position is decided before the bar it trades   15/50 values changed
  [OK]   edge survives multiple testing                 PSR (1 trial) = 1.000
  Verdict: DO NOT TRUST THIS BACKTEST

Audit: best_crossover  (annualised Sharpe 0.84)
  [OK]   signal uses no future data                     0/50 values changed
  [OK]   position is decided before the bar it trades   0/50 values changed
  [FAIL] edge survives multiple testing                 DSR over 466 trials = 0.215
  Verdict: DO NOT TRUST THIS BACKTEST

Audit: one_day_momentum  (annualised Sharpe 1.58)
  [OK]   signal uses no future data                     0/50 values changed
  [OK]   position is decided before the bar it trades   0/50 values changed
  [OK]   edge survives multiple testing                 PSR (1 trial) = 0.997
  Verdict: PASS

