OverfitScore

Advisory overfit-risk score for a linked-validation backtest (split pair or walk-forward set). Mapped to internal/backtest.OverfitResult. Always carries at least one driving factor.

type OverfitScore {
  score: Int!
  band: OverfitBand!
  factors: [OverfitFactor!]!
}

Fields

OverfitScore.score ● Int! non-null scalar

0-100. Higher means more likely overfit / less trustworthy.

OverfitScore.band ● OverfitBand! non-null enum

OverfitScore.factors ● [OverfitFactor!]! non-null object

The reasons driving the score (degraded metrics, thin out-of-sample sample, etc.).

Member Of

Backtest object