About

Overfit is a research notebook for the notes that should be read before anyone believes a backtest.

The focus is systematic trading research: Sharpe ratios with error bars, parameter searches that got out of hand, survivorship bias, look-ahead leakage, timestamp hygiene, slippage, borrow, liquidity, execution, and the dull machinery that decides whether a strategy survives contact with money.

It is written for people who can already build a backtest. The useful questions are not how to make the curve prettier, but what assumptions made it possible, how many variants were tried before it, and what would have broken if the data had arrived in real time.

There are no signals for sale here, no soothing lessons, and no claim that discipline always beats luck. Nothing here is investment advice.