QFREE

Anti-Overfit Trainer

All-in-One Anti-Overfit Trainer

Build robust trading strategies with comprehensive overfitting protection

156
Strategies Created
89
Successful Backtests
23.4
Avg Risk Score
12
Models Deployed

Anti-Overfitting "Religion"

Every component is designed with overfitting prevention in mind

Walk-Forward Analysis

Rolling and anchored window validation with strict temporal separation

Purged/Embargoed CV

CPCV implementation prevents data leakage in time series

Statistical Guards

PSR/DSR and White's Reality Check for multiple testing correction

Leakage Detection

Static analysis catches look-ahead bias and future references

Risk Score Gating

Composite overfit risk score blocks deployment of risky models

Robustness Testing

Stress tests with fee shocks, regime shifts, and data quality issues