Your question is Detecting Overfitting in Strategies. Take a moment with it on the right.
Talk me through your thinking if you like. When you're confident, submit your answer and I'll grade it like a real screen (7/10 or better passes).
How do you determine if a trading strategy is overfitting to historical data?
Discuss a practical, production-quality process rather than defining overfitting. Your answer should address time-ordered validation, transaction costs, parameter stability, multiple testing, regime changes, and the difference between in-sample and out-of-sample performance. Explain which diagnostics and evaluation metrics you would use, how you would avoid look-ahead and survivorship bias, and what evidence would make you reject or deploy the strategy.