8  Minimum Track Record Length Under Fat Tails

How Long Must Performance History Be Before Skill Is Declared?

Author

Jean-Marc Choufani

Published

January 1, 2026

Status: Planned — research literature surveyed, writing not yet begun


NoteChapter forthcoming

8.1 Motivation

Bailey and López de Prado (2012) derive the Minimum Track Record Length (MinTRL) — the number of observations needed to reject, at a given confidence level, the null hypothesis that a manager’s Sharpe ratio is zero. The derivation assumes finite fourth moment (\(\kappa > 4\)).

Kao et al. (2025) proved in 2025 that the Sharpe ratio converges at rate \(n^{1-2/\kappa}\) when \(\kappa \in (2, 4)\) — slower than the \(\sqrt{T}\) Gaussian rate — toward a stable distribution with tail index \(\kappa/2\).

The practical table that follows from these results does not exist: “At tail exponent \(\hat{\alpha}\) and significance level \(p\), the minimum track record is \(N\) years.”

8.2 The Claim

At \(\hat{\alpha} = 2.69\) (the median in our equity sample), the minimum track record required to declare skill at 95% confidence is substantially longer than Gaussian theory implies. The precise factor is derivable analytically from the Kao et al. (2025) convergence rate and verifiable against our cross-sectional \(\hat{\alpha}\) distribution.

The implication is philosophical as much as practical: for a large fraction of the equity universe, the sample sizes available to any practitioner are insufficient to distinguish skill from luck at conventional significance levels — not because the practitioner is unlucky, but because the distribution does not permit it.

8.3 Key prior work

  • Bailey and López de Prado (2012) — Probabilistic Sharpe Ratio and MinTRL
  • Bailey and López de Prado (2014) — Deflated Sharpe Ratio
  • Kao et al. (2025) — convergence rate under fat tails (critical new anchor)
  • Vlasiuk (2025) — Lévy-stable scaling of performance metrics
  • Gap: no explicit \(N(\hat{\alpha}, \text{significance})\) table. Novelty: HIGH.
Bailey, David H., and Marcos López de Prado. 2012. “The Sharpe Ratio Efficient Frontier.” Journal of Risk 15 (2).
Bailey, David H., and Marcos López de Prado. 2014. “The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-Normality.” Journal of Portfolio Management 40 (5): 94–107.
Kao, Linda, Cheng-Few Lee, and John Lee. 2025. “Estimated Sharpe Ratio of Asset Returns with Fat Tails: Theory and Empirical Evidence.” Review of Quantitative Finance and Accounting.
Vlasiuk, Dmytro. 2025. Lévy-Stable Scaling of Risk and Performance Functionals.