SSRNML & AI Methods
Deflate by Bits, Not Trials: Why Query-Counted Deflated Sharpe Ratios Fail Under Adaptive Search, and a Sealed-Holdout Remedy
The research proves that query-counted Deflated Sharpe Ratios certify noise in adaptive research and proposes sealed-holdout verification, where validity depends on bits revealed rather than strategy count.
Featured in No. 134 on 9 Oct 2026 · 4 days after release
- Released
- 5 Oct 2026
- First featured
- No. 134 · 9 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7557458
- Authors
- Shlok Singh Sobti
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).