Sort backtest findings before fixing them
Categorize suspicious backtest findings by likely root-cause family before choosing fixes.
sort-buckets anti-pattern-callout root-cause-map Sort each finding by the root-cause family you would investigate first. Choose the bucket that points to the next why-chain. Signal weakness Leakage risk Overfit risk Execution economics Data defect Same-day fundamental update improves returns before the public timestamp Sharpe collapses when lookback moves from 17 to 18 days Gross edge survives but net edge vanishes after spread and fees Delisted symbols are absent from the historical universe Effect direction disappears across sectors and regimes Performance depends on the single best parameter cell in a wide grid Return series changes after corporate-action vendor correction PnL appears only…
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