@misc{indiciaeffd291adff6f,
  title = {Simple Example of Backtest Overfitting (SEBO)},
  author = {Wu, K. John and Ger, Stephanie and Sim, Alex and Bailey, DavidH. and Lopez de Prado, Marcos},
  year = {2015},
  doi = {10.11578/dc.20210521.74},
  url = {https://www.osti.gov/biblio/code-57200},
  note = {Source identifier: code-57200}
}