Nested walk-forward vs the Optuna Sharpe: how HPO quietly overfits your quant backtest

PtrPomorski · x · 2026-09-27

A common quant ML trap: wire Optuna to a strategy Sharpe, get a glossy number, and believe you optimized the model — when you actually optimized the backtest itself.

The author built a deliberately boring experiment to measure the gap:

Takeaway: the naive-path Sharpe routinely looks too good; only cost-aware nested out-of-sample results are a trustworthy headline number. The methodology — not the feature zoo — is the story.

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