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백테스트를 고칠수록 실전이 나빠진다? | The Overfitting Trap #Shorts Analytics Table
Income Estimates for 백테스트를 고칠수록 실전이 나빠진다? | The Overfitting Trap #Shorts
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About 백테스트를 고칠수록 실전이 나빠진다? | The Overfitting Trap #Shorts
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좋지 않은 OOS 결과를 본 뒤 같은 구간에 맞춰 규칙을 계속 바꾸면, 시험 데이터도 학습에 사용한 데이터가 됩니다. 기존 결과를 지우지 않고 새 버전·변경 이유·새로운 평가 구간을 따로 기록하는 원칙을 설명합니다. 실제 수익성이나 미래 성과를 보장하는 내용이 아닙니다. After seeing a weak out-of-sample result, repeatedly tuning rules to that same period turns the test into training data. Preserve the old result and record a new version, a reason for the change and a genuinely new evaluation period. This does not guarantee profitability. 한국어 글 / Korean article: https://mktrc.com/note-overfitting English article: https://mktrc.com/en/note-overfitting #MKTRC #Backtesting #Research
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