Detecting Overfitting: Parameter Plains & Sensitivity Analysis
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2026-08-12 ยท SmartQuant Academy
TL;DR: TL;DR: A strategy that only works with one magic parameter set is overfit. Test parameter plains, run sensitivity analysis, and prefer robust plateaus over sharp peaks.
โ FAQ
How do I know my strategy is overfit?
If tiny parameter changes destroy performance, it's overfit.