Confidence after a short regime
Question
A model performs well for two months containing one market regime. What claims can you reasonably make about deployment readiness?
Short answer
You have evidence about that specific short period, not strong evidence of broad robustness. Report effective sample limitations, turnover, concentration, tail exposure and uncertainty. Test additional historical regimes without using them repeatedly to tune the model, and consider prospective paper trading with a frozen protocol. Stress scenarios complement historical evidence but do not create independent realised outcomes.
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