The GT-Score: A Robust Objective Function for Reducing Overfitting in Data-Driven Trading Strategies

By Alexander Pearson Sheppert

Published 2026-01-22

Everscope rating

1470.3

Relevance to quantitative trading

9 / 10

Implementation complexity

3 / 10

Reproducibility

5 / 5

About this paper

Methodology: GT-Score (Golden Ticket Score) Composite Objective Function. Problem types: Optimization, Risk Management, Algorithmic Trading Strategy Development, Backtest Overfitting Mitigation.

arXiv:2602.00080 · Code · Paper rankings

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