overfitting-audit-mcp
by Tyler FrancisUpdated Jul 25, 2026
Rigorous backtest-overfitting detection: Probability of Backtest Overfitting (CSCV), Deflated Sharpe Ratio, Minimum Backtest Length, and purged/embargoed cross-validation splits for algo/quant traders
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Rigorous backtest-overfitting detection: Probability of Backtest Overfitting (CSCV), Deflated Sharpe Ratio, Minimum Backtest Length, and purged/embargoed cross-validation splits for algo/quant traders