Backtesting: Prove It Or Lose ItAlright, listen up. You think you've got the next big trading idea? Great. Now, let's see if it actually wor

Backtesting: Prove It Or Lose ItAlright, listen up. You think you've got the next big trading idea? Great. Now, let's see if it actually works, or if you're just playing make-believe with historical data. Backtesting isn't just running numbers; it's putting your strategy through a meat grinder. If it bleeds, you fix it. If it dies, you bury it. Simple.The Overfit IllusionMost rookies fall into the trap of curve fitting. They tweak parameters until their equity curve looks like a rocket ship on past data. That's not a strategy; that's a fantasy. You're optimizing for noise, not signal. A strategy...