In psychiatric genetics research, the volume of ambivalent findings on gene-environment interactions (G x E) is growing at an accelerating pace. In response to the surging suspicions of systematic distortion, we challenge the notion of chance capitalization as a possible contributor. Taken together, multiple testing provides a novel approach to better understand equivocal evidence on G x E, showing that methodological differences across studies are a likely reason for heterogeneity in findings - but chance capitalization is at least equally plausible. The dataset is not openly available due to the sensitive character and the GDPR. The data used were collected as part of the TRacking Adolescents' Individual Lives Survey (TRAILS). Website: https://www.trails.nl/en/.