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Bonferroni to Holm correction
QuantA multiple-testing correction applied when many hypothesis tests are run at once. Prevents the probability of any false positive from inflating as the number of tests grows.
Full definition
When a strategy search runs hundreds or thousands of hypothesis tests in parallel. backtests, factor regressions, parameter sweeps. the family-wise error rate (probability of at least one false positive) inflates with the number of tests. The Bonferroni to Holm correction adjusts each test's p-value by a step-down procedure that controls the family-wise error rate while staying less conservative than the plain Bonferroni. On this site, Bonferroni to Holm is gate G24 of the G1 to G31 evaluation stack: every quantitative project reports the corrected p-value for its headline test, not the raw one.
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