OverfitBand

Coarse robustness classification derived from the 0-100 overfit-risk score.

enum OverfitBand {
  LOW
  MODERATE
  HIGH
}

Values

OverfitBand.LOW

Out-of-sample performance held up (score < 25).

OverfitBand.MODERATE

Some degradation or limited confidence (score 25-60).

OverfitBand.HIGH

Large degradation and/or too little data to trust (score > 60).

Member Of

OverfitScore object ● PublicBacktest object