Leakage happens when future information slips into features: same-bar close, settlement price, or training on the traded bar. It inflates accuracy to 90 percent that dies live. The fix is one line: lag every feature one bar versus the label.
The worry: a leaked model feels genius until real capital meets it. Most 'AI traders' never audit importance — if a random ID or timestamp ranks top, it leaked. Run the free leakage audit before trusting any accuracy, including this framework's.
Q: What is leakage?
A: Future info in features; fake accuracy that dies live.
Q: How to fix?
A: Lag all features one bar vs the next-day label.
Q: How to detect?
A: Audit feature importance; random ID/timestamp on top = leaked.
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By Shakti Tiwari · Options AI research pillar. NISM XII certified. Educational only, not investment advice; verify before acting.