backtesting
P-Hacking Your Backtest: How Traders Fool Themselves with Statistics
Run enough backtests and you'll find a 'winning' strategy by pure chance. That's not edge — that's p-hacking, and it's more common than you think.
backtesting
Run enough backtests and you'll find a 'winning' strategy by pure chance. That's not edge — that's p-hacking, and it's more common than you think.
overfitting
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.