- concepto·8 min de lectura
What is overfitting in trading? The mistake behind most failed strategies
Overfitting is when a strategy learns the noise in your historical data instead of a real pattern. It looks like genius on a backtest and fails the moment it meets a live market.
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- concepto·8 min de lectura
The deflated Sharpe ratio: how to tell a real edge from a lucky one
Test enough strategies and one of them will show a Sharpe of 2.0 by pure chance. The deflated Sharpe ratio is the correction that tells you whether your best result is signal or selection bias.
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- concepto·9 min de lectura
What is walk-forward optimization (and why TradingView strategy testers lie to you)
Backtest equity curves look beautiful right up until the moment you trade them live. Walk-forward optimization is the cure — here's how it actually works.
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