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overfitting-prevention
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skills/backtesting/overfitting-prevention/SKILL.md
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# Overfitting Prevention
## When to Activate
- Evaluating whether a backtest result reflects genuine alpha or data mining artifacts
- Applying statistical tests to adjust for multiple hypothesis testing
- Implementing cross-validation methods designed for financial time series
- Assessing the minimum backtest length and statistical significance of strategy performance
- Distinguishing between robust strategies and curve-fitted illusions
## Core Concepts
### What Is Overfitting in Trading?
**Definition:** A strategy is overfit when it captures noise (random patterns) in historical data rather than signal (persistent patterns), resulting in poor live performance despite excellent backtest results.
