Single-strategy reality check
FAILS_OUT_OF_SAMPLEThe edge vanishes (or reverses) on data the search never touched. This is the classic data-mined mirage — do not trade it.
| Deflated Sharpe (P edge is real) | 82.7% |
| Trials you tried | 500 |
| Full-sample Sharpe | 1.25 |
| In-sample Sharpe | 2.29 |
| Out-of-sample Sharpe | -0.68 |
| Out-of-sample retention | -29.7% |
2,600 periods · 35% sealed as holdout · Deflated Sharpe (Bailey & López de Prado) + sealed out-of-sample holdout.