Survivorship bias
The distortion created when failed entities silently vanish from a dataset.
Survivorship bias appears when a dataset only contains the things that survived. A backtest run on today's S&P 500 members quietly excludes every company that went bankrupt or was delisted along the way, which makes historical strategies look better than they were: the strategy never has to live through buying the stocks that died.
The same bias infects strategy marketplaces. Failed strategies get deleted and restarted; only the lucky survivors stay visible. A wall of impressive track records may just be the surviving tail of thousands of attempts.
The flagship strategy on this platform was deliberately re-tested on a pool including delisted and acquired companies; the correction reduced headline CAGR by roughly 3 to 4 percentage points, and the published expectation uses the corrected number. Ask any platform how they handle this. The answer is usually silence.