https://krtffl.dev/categories/machine-learning/ Recent content in machine-learning on krtffl.dev Hugo -- gohugo.io en © [krtffl](https://krtffl.dev) Mon, 18 May 2026 00:00:00 +0000 https://krtffl.dev/posts/backtest-leakage-guards/ Mon, 18 May 2026 00:00:00 +0000 https://krtffl.dev/posts/backtest-leakage-guards/ <p>lights on the wrong thing.</p> <p>the backtest printed a return rate north of 1.0 — more money notionally out than in, across a full season the model had never been allowed to see. for about four seconds i believed it. then i did the only responsible thing you can do with a number that flattering when you&rsquo;re the only person checking your work: i assumed i&rsquo;d cheated somewhere, and went looking for where.</p>