The Backtesting Trap: How to Stop Overfitting Your Algo and Start Winning in Live Markets
So, you’ve spent weeks coding your strategy, and the backtest looks like a vertical line to the moon. You’re ready to quit your job, right? Stop. In the world of algorithmic trading, a “perfect” backtest is usually the first sign of a looming disaster. Most retail traders fall into the trap of Overfitting—creating a strategy … Read more