{
  "contract": "backtest-correlated-strategy-search-v1",
  "publishedAt": "2026-09-16",
  "method": {
    "observations": 252,
    "periodsPerYear": 252,
    "marginal": "Student-t sample-Sharpe null with 251 degrees of freedom",
    "dependence": "one-factor Gaussian copula",
    "simulationDraws": 20000,
    "seed": 29029,
    "note": "The dependence parameter is a simplified latent correlation, not an estimate of a real research process's effective number of independent trials."
  },
  "rows": [
    {
      "latentCorrelation": 0,
      "trials": 20,
      "medianBestSharpe": 1.83,
      "p95BestSharpe": 2.834,
      "p99BestSharpe": 3.304
    },
    {
      "latentCorrelation": 0,
      "trials": 100,
      "medianBestSharpe": 2.484,
      "p95BestSharpe": 3.319,
      "p99BestSharpe": 3.805
    },
    {
      "latentCorrelation": 0,
      "trials": 500,
      "medianBestSharpe": 3.018,
      "p95BestSharpe": 3.762,
      "p99BestSharpe": 4.162
    },
    {
      "latentCorrelation": 0.25,
      "trials": 20,
      "medianBestSharpe": 1.605,
      "p95BestSharpe": 2.771,
      "p99BestSharpe": 3.285
    },
    {
      "latentCorrelation": 0.25,
      "trials": 100,
      "medianBestSharpe": 2.172,
      "p95BestSharpe": 3.252,
      "p99BestSharpe": 3.751
    },
    {
      "latentCorrelation": 0.25,
      "trials": 500,
      "medianBestSharpe": 2.64,
      "p95BestSharpe": 3.676,
      "p99BestSharpe": 4.145
    },
    {
      "latentCorrelation": 0.5,
      "trials": 20,
      "medianBestSharpe": 1.316,
      "p95BestSharpe": 2.666,
      "p99BestSharpe": 3.259
    },
    {
      "latentCorrelation": 0.5,
      "trials": 100,
      "medianBestSharpe": 1.781,
      "p95BestSharpe": 3.073,
      "p99BestSharpe": 3.631
    },
    {
      "latentCorrelation": 0.5,
      "trials": 500,
      "medianBestSharpe": 2.158,
      "p95BestSharpe": 3.429,
      "p99BestSharpe": 3.984
    },
    {
      "latentCorrelation": 0.75,
      "trials": 20,
      "medianBestSharpe": 0.932,
      "p95BestSharpe": 2.444,
      "p99BestSharpe": 3.092
    },
    {
      "latentCorrelation": 0.75,
      "trials": 100,
      "medianBestSharpe": 1.257,
      "p95BestSharpe": 2.738,
      "p99BestSharpe": 3.356
    },
    {
      "latentCorrelation": 0.75,
      "trials": 500,
      "medianBestSharpe": 1.526,
      "p95BestSharpe": 2.999,
      "p99BestSharpe": 3.63
    },
    {
      "latentCorrelation": 0.9,
      "trials": 20,
      "medianBestSharpe": 0.59,
      "p95BestSharpe": 2.186,
      "p99BestSharpe": 2.872
    },
    {
      "latentCorrelation": 0.9,
      "trials": 100,
      "medianBestSharpe": 0.792,
      "p95BestSharpe": 2.37,
      "p99BestSharpe": 3.033
    },
    {
      "latentCorrelation": 0.9,
      "trials": 500,
      "medianBestSharpe": 0.966,
      "p95BestSharpe": 2.547,
      "p99BestSharpe": 3.234
    }
  ]
}