Is your trading agent's backtest overfit? Checking the Deflated Sharpe Ratio with one API call
This story is from 2026-10-23. It is preserved in the archive; the latest stories are on the live feed.
If you let an agent search for a trading strategy, it will find one with a great Sharpe ratio. That part is easy. The hard part is knowing if the edge is real or if the agent just tried enough variants that one of them got lucky. Here is how to check it with one API call. Why agents overfit An agen…
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- 2026-10-23 14:11 · DEV Community — AI
Is your trading agent's backtest overfit? Checking the Deflated Sharpe Ratio with one API call