if you searched 200 configs your best sharpe needs to clear a much higher bar than 200 independent tries would suggest. most people never adjust for the search at all

The discipline that helps is deciding the parameter grid and the acceptance threshold before you run anything, then touching the holdout exactly once. It is unglamorous and everyone breaks it, usually by looking at the holdout, being disappointed, and going back to tweak one more thing. That single peek is what turns a holdout into part of the training set.

对 偷看一眼就废了 我现在把最后半年的数据单独锁一个目录 一年只准开一次 土办法 但管用