tcx-anti-overfit

name	tcx-anti-overfit
description	Review backtests, signals, and model-performance claims for leakage, data snooping, costs, capacity, and live friction.

Anti-Overfit Validation

Use this procedure when a workflow reviews a backtest, signal, model result, technical rule, or paper-alpha claim.

Required output shape:

• look-ahead leakage
• survivorship bias
• data snooping and multiple testing
• walk-forward or out-of-sample coverage
• transaction costs, slippage, borrow, funding, and taxes where relevant
• liquidity and capacity constraints
• regime sensitivity
• signal decay
• paper alpha versus live implementation friction

Quality floor:

• Treat validation as review, not strategy creation.
• Before comparing candidates, freeze the hypothesis, selection rule, parameter trial budget, chronological train/validation/holdout windows, and costs. Log every generated, tried, revised, or discarded variant rather than only the winner.
• Treat a holdout as single-use. Repeated inspection or tuning on its result turns it into training feedback and requires a new untouched holdout or live-forward period.
• In the data_snooping result, state the observed trial count or defensible effective count and the multiple-testing adjustment used. Use methods such as a reality check, Deflated Sharpe Ratio, or probability of backtest overfitting only when their assumptions and required inputs are actually supported; do not make one statistic a universal gate.
• Mark unsupported performance claims not-decision-ready, revise, or blocked.
• Do not imply execution readiness from a chart, backtest, or signal alone.
• Separate empirical performance from economic plausibility. A high in-sample Sharpe ratio alone is not evidence of a robust effect.

When these checks are in scope, set anti_overfit_required: true and write an anti_overfit_checks object into artifact frontmatter. Include every key below with status (pass, fail, or not_applicable), a non-empty reason, and an evidence_refs list; pass and fail require at least one exact evidence reference.

anti_overfit_checks:
  leakage:
    status: pass
    reason: "State the observed check result."
    evidence_refs: ["exact-artifact-or-source-snapshot-id"]

Use that object shape for leakage, survivorship_bias, data_snooping, out_of_sample, walk_forward_consistency, monte_carlo_permutation, bootstrap_sharpe_ci, cost_assumptions, capacity, and live_friction. Replace the example with observed status and exact evidence. Do not rely on English body keywords to activate or prove validation; the structured fields are language-neutral machine contracts.