{
  "contract": "backtest-sharpe-significance-threshold-grid-v1",
  "publishedAt": "2026-09-15",
  "assumptions": {
    "returnProcess": "Independent Normal returns with zero true expected return",
    "strategyTrials": "Independent strategy trials",
    "periodsPerYear": 252,
    "targetFamilyWiseAlphaPercent": 5
  },
  "rows": [
    {"observations":126,"independentTrials":1,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":5,"searchAdjustedAnnualizedSharpeThreshold":2.343543044},
    {"observations":126,"independentTrials":5,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":1.020621831,"searchAdjustedAnnualizedSharpeThreshold":3.321439902},
    {"observations":126,"independentTrials":20,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.256137878,"searchAdjustedAnnualizedSharpeThreshold":4.029800861},
    {"observations":126,"independentTrials":100,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.051280142,"searchAdjustedAnnualizedSharpeThreshold":4.755226651},
    {"observations":126,"independentTrials":500,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.010258133,"searchAdjustedAnnualizedSharpeThreshold":5.409796277},
    {"observations":252,"independentTrials":1,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":5,"searchAdjustedAnnualizedSharpeThreshold":1.650947025},
    {"observations":252,"independentTrials":5,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":1.020621831,"searchAdjustedAnnualizedSharpeThreshold":2.333494792},
    {"observations":252,"independentTrials":20,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.256137878,"searchAdjustedAnnualizedSharpeThreshold":2.824048361},
    {"observations":252,"independentTrials":100,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.051280142,"searchAdjustedAnnualizedSharpeThreshold":3.322348572},
    {"observations":252,"independentTrials":500,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.010258133,"searchAdjustedAnnualizedSharpeThreshold":3.767965792},
    {"observations":756,"independentTrials":1,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":5,"searchAdjustedAnnualizedSharpeThreshold":0.950823354},
    {"observations":756,"independentTrials":5,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":1.020621831,"searchAdjustedAnnualizedSharpeThreshold":1.341522230},
    {"observations":756,"independentTrials":20,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.256137878,"searchAdjustedAnnualizedSharpeThreshold":1.620866664},
    {"observations":756,"independentTrials":100,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.051280142,"searchAdjustedAnnualizedSharpeThreshold":1.903097378},
    {"observations":756,"independentTrials":500,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.010258133,"searchAdjustedAnnualizedSharpeThreshold":2.153993707},
    {"observations":1260,"independentTrials":1,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":5,"searchAdjustedAnnualizedSharpeThreshold":0.736142569},
    {"observations":1260,"independentTrials":5,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":1.020621831,"searchAdjustedAnnualizedSharpeThreshold":1.038259375},
    {"observations":1260,"independentTrials":20,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.256137878,"searchAdjustedAnnualizedSharpeThreshold":1.254045357},
    {"observations":1260,"independentTrials":100,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.051280142,"searchAdjustedAnnualizedSharpeThreshold":1.471826809},
    {"observations":1260,"independentTrials":500,"targetFamilyWiseAlphaPercent":5,"sidakPerTrialAlphaPercent":0.010258133,"searchAdjustedAnnualizedSharpeThreshold":1.665199918}
  ]
}