Backtest Overfitting Audit
Server Details
Probability of Backtest Overfitting (CSCV), Deflated Sharpe Ratio, and purged CV splits.
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- Unhealthy
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- 0.0% over the last 24 hours
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- Streamable HTTP
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- tylerscomic-lab/overfitting-audit-mcp
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- overfitting-audit-mcp
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Fail-closed backtest/signal validation: overfitting, leakage, deflated Sharpe. NOT financial advice.
Plug in YOUR strategy and get a HULK-grade honesty report — deflated-Sharpe, PBO overfit, skew + war
Calibrated probabilities for Kalshi markets, a news wire and Polymarket outliers (Pro).
Walk-Forward Efficiency, parameter-stability scoring, and WFO window generation.
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