- k = 5 seeds, n cutoffs = 2, n OOS rows = 49242
- Pred correlation (single vs ensemble) = 0.9809
- IC delta (ensemble - single) = +0.0022
- Sharpe delta (ensemble - single) = +0.0823
| metric | single seed | k-seed ensemble | delta |
|---|---|---|---|
| OOS Sharpe | -0.350 | -0.268 | +0.082 |
| OOS Spearman IC | +0.0010 | +0.0032 | +0.0022 |
| IC p-value | 0.826 | 0.483 | |
| top minus bottom (21d) | -0.0005 | -0.0004 |
Verdict: NOISE
Bar (pre-registered):
- DOMINANT: both pooled IC p<0.05 AND Sharpe delta>0 AND both Sh>0.
- USEFUL: at least one of (IC p<0.05) or (Sharpe delta>0 with both Sh>0).
- NOISE: neither.