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T-Statistic

A measure of how many standard errors an estimate sits away from zero, used to judge whether a backtested edge is large enough to be distinguished from noise.

Every number on a research screen is an estimate built from a finite sample, and every estimate carries an error bar around it. The t-statistic is the ratio of the estimate to that error bar.

t = (mean - 0) / (sd / sqrt(n))

The denominator is the standard error: the sample standard deviation divided by the square root of the number of observations. A t of 2.0 says the estimate sits two standard errors above zero. A t of 0.4 says the effect is smaller than the noise surrounding it, no matter how attractive the headline number looks.

Illustrative arithmetic. Suppose a momentum sort over the Nifty 500 produces a mean monthly long-short spread of 0.62% with a monthly standard deviation of 4.1%, measured across 180 months:

t = 0.62 / (4.1 / sqrt(180)) = 2.03

Run the identical test on 36 months instead of 180 and the t falls to 0.91 on exactly the same average return. Nothing about the strategy changed. You simply have less evidence.

How to read the number

Absolute tReading
Under 1.0Indistinguishable from zero
1.0 to 2.0Suggestive, not evidence
Around 2.0Clears the conventional bar for a single test you specified in advance
2.0 to 3.0Reasonable for one test, thin if you searched to find it
Above 3.0Survives a moderate penalty for having searched

What the number does not tell you

The 2.0 bar is a convention. It comes from the roughly 5% two-sided tail of a normal distribution, a line someone drew because it was a round number, not a property of markets. There is nothing that changes at 1.99.

The n in the formula has to be independent observations. If you sample 12-month forward returns monthly, each observation shares eleven months of data with its neighbour, and sqrt(n) overstates your evidence by a wide margin. The same happens when many stocks respond to one macro shock on the same day. The honest denominator is closer to the number of non-overlapping periods than to the number of rows.

The largest problem is search. A t of 2.4 on the first idea you tested means something. The same 2.4 on the best of 200 scans means close to nothing, because the expected largest t from pure noise across 200 tries is already near 3.0. Read any t-statistic alongside the count of things you tested before you found it.

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