Score overfitting risk after iterating on a strategy (multiple backtests, sweeps, walk-forward).

It examines the strategy's full backtest history and scores three signals: iteration trajectory (did Sharpe climb suspiciously across tweaks?), parameter sensitivity (does performance collapse with small changes?), and trade clustering (is edge concentrated in a few trades?).

Returns — an assessment with overall_risk, a summary, and a recommended_action (e.g. "run walk_forward", "drop, performance is regime-specific").

Requires at least one prior backtest on strategy_id. Pairs with walk_forward for out-of-sample validation.

assess_overfitting_risk(strategy_id)