What is sample weight?

When a sample has abnormal events, weak liquidity, listing plan changes or different market conditions, its weight may be adjusted so outliers do not dominate conclusions.

Weighting can make comparisons cleaner, but it also affects hit rate, average return and scenario results. Raw sample context still matters.

Read it with sample action, exclusion reason, sample period and layer size. Weighting is a comparability signal, not a guarantee of correctness.

Backtest rows can mark trend traps, abnormal moves or sample actions, and the statistics reflect those weights.