When setting n_jobs=1 for sequential execution, e.g. for debugging, the results computed by the individual repetitions are not aggregated. The problem is in the following line, where the results are returned, but not used: https://github.com/DoubleML/doubleml-coverage/blob/fae7636386d510342ab7340483b5540b8cc727fb/monte-cover/src/montecover/base.py#L106C17-L106C43