AlphaNova
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Overfitting issues

F
Frozenyogurt
2h ago

Hi guys, quick question about the overfitting check. I've had several submissions flagged as OVERFITTING_FAILED despite passing my own local validation (walk-forward Sharpe, a permutation-based check comparing real vs. shuffled-label retraining, and reasonable regularization), and in some cases very similar submissions (same underlying signal family, just different windows/feature subsets) get inconsistent results, one passes and a close variant fails. Is there any general guidance on what the check actually looks for beyond raw Sharpe significance. Does it look at stability across time blocks, sensitivity to feature perturbation, or something else? Not asking about my specific submissions, just trying to have a general understanding of the mechanism so I can validate more effectively before using submission slots. Thanks!

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