Verdicts
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
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
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
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
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
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.