Quantitative Research Note2026Canonical long-form →

Look-Ahead Bias Audit (the shift test)

A leak inflates Sharpe 0.59 → 5.07; the shift test exposes it as 88% phantom.

Quantitative ResearchPublished Thu Jun 18 2026 00:00:00 GMT+0000 (Coordinated Universal Time)

EVAL-FIRST31 GATESNDA-CLEANPUBLIC DATAALPHASIGNAL > NOISEREPRODUCIBLENOTEBOOK-COMMITTEDCITABLEBIBTEX + DOI

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@techreport{macion2026quant09lookaheadbiasaudit,
  author       = {Macion, Christian T.},
  title        = {Look-Ahead Bias Audit (the shift test)},
  institution  = {Independent research},
  year         = {2026},
  date         = {2026-06-18},
  note         = {Public-data reproducible. Canonical long-form: https://christianmacion-portfolio.pages.dev/projects/quant/09-lookahead-bias-audit/},
  url          = {https://christianmacion-portfolio.pages.dev/projects/quant/09-lookahead-bias-audit/}
}

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