WARNING: NOT AN ML EXPERT. I believe this falls under the category of "data snooping" wherein you are effectively creating a model-of-models and increasing you

WARNING: NOT AN ML EXPERT. I believe this falls under the category of "data snooping" wherein you are effectively creating a model-of-models and increasing your degrees of freedom. That increased level of complexity/number of DoF means you are far more likely to over-train. You are more likely to pick a model with no predictive power that "happened to be right" about past data.