Frage 1 von 15
What does a backtest fundamentally tell you?
Frage 2 von 15
A backtest enters trades at a candle's close based on an indicator computed from that same closed candle. Suspicious?
Frage 3 von 15
What is out-of-sample (OOS) data?
Frage 4 von 15
Which is the classic symptom of a curve-fit (overfit) strategy?
Frage 5 von 15
What does walk-forward analysis do?
Frage 6 von 15
The Sharpe ratio measures…
Frage 7 von 15
Why 'deflate' a Sharpe ratio?
Frage 8 von 15
After a 50% drawdown, what return is needed just to get back to break-even?
Frage 9 von 15
A strategy wins only 35% of the time. Can it be profitable?
Frage 10 von 15
'Risk 1% per trade' means…
Frage 11 von 15
The main practical use of Monte Carlo simulation on a backtest's trades is…
Frage 12 von 15
A trend-following strategy 'suddenly stopped working'. The most common boring explanation is…
Frage 13 von 15
Moving a strategy from daily to 15-minute bars typically…
Frage 14 von 15
Bitcoin bought in January 2018 eventually recovered to strong gains. What does that history hide?
Frage 15 von 15
You test your held-out (OOS) data, tweak the strategy because results disappointed, and re-test on the same held-out data. What happened?
