When Alpha Disappears: A One-Switch Benchmark for Decision-Time Leakage in Financial Backtests

By Fan Zhang, Zhen Li, Sijia Peng, Yu Chen

Published 2026-05-12

Everscope rating

1825.5

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: One-Switch Paired Benchmark for Decision-Time Leakage Attribution. Problem types: Time Series Forecasting, Ranking, Portfolio Optimization, Risk Management, Causal Inference.

arXiv:2605.23959 · Paper rankings

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