OverfitGuard

Single-strategy reality check

LIKELY_REAL

This edge survived the multiplicity you subjected it to AND held up on data the search never saw. As real as a backtest gets — proceed with normal caution.

Deflated Sharpe (P edge is real)100.0%
Trials you tried300
Full-sample Sharpe2.21
In-sample Sharpe2.40
Out-of-sample Sharpe1.87
Out-of-sample retention77.9%

K-fold out-of-sample cross-validation (5 folds)

1.882.522.622.951.18

mean 2.23 · min 1.18 · positive in 100% of folds

CONSISTENT — the edge is positive in every sub-period.

2,600 periods · 35% sealed as holdout · Deflated Sharpe (Bailey & López de Prado) + sealed out-of-sample holdout.