Sentinel Research
af990122d1
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noise-harness / run-noise-harness (push) Failing after 1m54s
22 lines
1.2 KiB
TeX
22 lines
1.2 KiB
TeX
\section{Discussion and Conclusion}
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\label{sec:discussion}
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% TODO content notes:
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% - Generalize beyond this one kernel: any vectorized backtester using
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% pandas/numpy rolling/shift operations is at risk of this exact class of
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% bug; it is not specific to genetic-algorithm-discovered strategies.
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% - Practical recommendation: every backtesting pipeline should run the
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% noise harness (Section 5) as a standing CI gate, the same way unit tests
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% gate merges — not as a one-off audit.
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% - Limitations: the noise harness detects backtest-mechanics leaks; it does
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% NOT detect overfitting to real historical data (that is a distinct
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% failure mode requiring out-of-sample / walk-forward validation,
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% out of scope here).
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% - Disclosure note: state plainly that this defect was found in an
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% internal/proprietary research pipeline (Sentinel Research), and that
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% this paper publishes the diagnostic methodology and a minimal
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% reproduction, not the proprietary strategy code itself.
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% - One-paragraph conclusion restating the core claim: Sharpe 14.49 on pure
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% noise is not skill, it is a bug signature, and the fix collapsed it to
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% Sharpe -0.25 — exactly the kind of result a noise harness exists to
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% catch before capital is at risk.
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