training sample by independently testing each SNP’s association with cocaine dependence symptoms, incorporated four SNPs (one each from four separate genes: DBH, DRD1, DRD3, and DRD4) and explained 0.55% of the sample variance in the “testing” sample (p = 0.037). This reduction in variance explained by the four-SNP score in the training sample (2.76%, p < 2.5 × 10−6) is a common phenomenon even when replications agree with original findings; that is, effects are often smaller in size in replication samples compared to those observed in the original (the “winner’s curse” effect).