24/7 Agent Lab
Field notes · Nov 2026
Three strategy gates: out-of-sample costs, Deflated Sharpe, and walk-forward windows

Three gates a strategy must clear

A strategy only counts if it clears three gates: it is profitable after fees and slippage, on data it never saw; it has a Deflated Sharpe probability of at least 0.95; and it holds in at least 4 of 5 walk-forward windows.

A pretty backtest isn't enough. That's the filter, not a promise.