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.
Most traders who
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.
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.
Your backtest shows one equity curve. Reality will hand you thousands of possible ones. Monte Carlo simulation maps that entire landscape — but most traders misread the map.
Test a strategy on today's top coins or stocks and you've already rigged the result. Survivorship bias quietly inflates every backtest that ignores the assets that died.