{
  "contract": "backtest-out-of-sample-null-benchmark-v1",
  "publishedAt": "2026-09-15",
  "method": "Exact Student-t null benchmark with independent in-sample selection and independent out-of-sample holdout returns",
  "assumptions": {
    "trueExpectedReturn": 0,
    "returnDistribution": "independent Normal returns within each strategy and sample",
    "strategyTrials": "independent in sample",
    "holdout": "independent of the in-sample selection period",
    "periodsPerYear": 252,
    "inSampleObservations": 252
  },
  "rows": [
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  ]
}
