Sentinel Research
af990122d1
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noise-harness / run-noise-harness (push) Failing after 1m54s
15 lines
835 B
TeX
15 lines
835 B
TeX
\section{Introduction}
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\label{sec:introduction}
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% TODO content notes:
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% - Motivate why backtest correctness matters: a single off-by-one index in a
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% vectorized backtester can silently fabricate alpha.
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% - State the concrete finding up front: a 15-hyperparameter "golden kernel"
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% (K12 / Iter12) produced via genetic-algorithm search showed Sharpe 14.49
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% on BTCUSDT 1m data — and the same kernel, run honestly (bar-by-bar, no
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% future information), collapses to Sharpe -0.25.
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% - Frame the contribution: not just "we found a bug," but a reusable
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% noise-harness methodology (Section 5) that any quant team can run against
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% their own backtester to detect this class of defect using pure
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% Geometric Brownian Motion data with zero real signal.
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% - End with a roadmap of the paper (one sentence per remaining section).
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