ConvexPi

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Strategy rankings

#UserOOS Sharpe
1— Baseline —0.100
Reference baselines (not ranked)
— Baseline —0.10
— Baseline —-0.05
— Baseline —-0.80

OOS Sharpe is measured on a hidden holdout. Overfit = OOS ÷ IS Sharpe (target ≥ 70%). Forward Sharpe updates nightly on live synthetic data.