backtesting
How to Read a Strategy Vendor's Backtest Without Getting Fooled
Most strategy vendors sell you the backtest they want you to see. Here's the systematic checklist that exposes what they're hiding.
overfitting
backtesting
Probability of Backtest Overfitting: How to Quantify Whether Your Strategy Was Lucky
Suspecting your backtest is overfit is not the same as knowing. The PBO score turns that suspicion into a number — here's how it works and what to do with it.
verdicts
I Tested the RSI(2) Mean-Reversion Strategy. Here's the Honest Verdict.
RSI(2) is one of the most cited mean-reversion setups in retail trading. We ran it through rigorous, multiple-testing-corrected validation to find out whether any real edge survives.
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.
Walk-Forward Analysis
Walk-Forward Analysis: The Right Way to Validate a Trading Strategy
A single in-sample/out-of-sample split feels rigorous — it isn't. Walk-forward analysis is the only test that mimics how a strategy actually ages in the market.
Lookahead Bias
Your Backtest Peeked at the Future. That's Why It Looks Perfect.
Lookahead bias is the quietest backtest killer: a single accidental glance at future data turns random noise into a flawless equity curve. Here's how it sneaks in — and how to catch it.
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.