Wolfgang Lämmle

A scatter plot showing an overfit wiggly curve snaking through noisy data points, illustrating curve-fitting in trading strategy optimization.

overfitting

The Curve-Fitting Trap: Why Your Optimized Strategy Dies the Moment It Goes Live

You ran the optimizer, found the best settings, and the backtest looks great. That's exactly the problem. Here's why optimized strategies die in live trading — and the two tests that catch it first.

backtesting

I Generated 1,500 Trading Strategies. 114 "Passed" on Bitcoin. None Were Real.

A hands-on demonstration of why in-sample / out-of-sample / holdout testing isn't enough to catch overfitting — and the statistics that actually are.

See all