Credit Engine backtest
5,000 synthetic borrowers run through /v1/evaluate. The engine never sees the ground-truth default columns — they only score the result.
Approval rate
10.0%
All-comers default
17.7%
Approved-book default
3.4%
Risk separation
Monotonic ✓
Grade × default rate (risk must rise as grade worsens)
| Grade | Label | Count | Share | Default rate | |
|---|---|---|---|---|---|
| 1 | Premium | 394 | 7.9% | 3.6% | |
| 2 | Elite | 94 | 1.9% | 3.2% | |
| 3 | Prime | 9 | 0.2% | 0.0% | |
| 4 | Standard | 2 | 0.0% | 0.0% | |
| 7 | Sub-prime | 1 | 0.0% | 0.0% | |
| reject | Reject | 4500 | 90.0% | 19.2% |
Approved book vs all-comers
All-comers17.7%
Approved book3.4%
Rejected pool19.2%
The engine lifts the book from 17.7% to 3.4% by declining the riskiest 90.0%.
Risk separation
Grade 1 default: 3.6%
Grade 10 default: 3.2%
Monotonic: yes — default rises every grade