Shanmugam Elangovan

The Hindsight-Selection Trap: Why a Backtest Can Pass Every Standard Robustness Check and Still Be Untradeable

We report a systematic, pre-registered-style search for tradeable short-horizon equity signals on theSingapore Exchange (SGX), covering 32 candidate strategies across two structurally differentfamilies: intraday VWAP-deviation reversion, and a set of causally-defineddaily/announc...

The Hindsight-Selection Trap: Why a Backtest Can Pass Every Standard Robustness Check and Still Be Untradeable

We report a systematic, pre-registered-style search for tradeable short-horizon equity signals on theSingapore Exchange (SGX), covering 32 candidate strategies across two structurally differentfamilies: intraday VWAP-deviation reversion, and a set of causally-defineddaily/announc...