- concept·Lecture de 7 min
Does the best backtest predict the future? We measured it 200 times
When you optimize a strategy and ship the best-Sharpe settings, you're betting the in-sample ranking of your parameters holds up out-of-sample. Across 200 strategy-coin grids, that ranking correlated just 0.37 with reality — and a quarter of the time it was no better than random.
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- concept·Lecture de 8 min
Parameter optimization: how to tune a strategy without breaking it
Optimizing a strategy's parameters is necessary and dangerous in equal measure. Done naively it just finds the luckiest numbers. Here's how to tune without overfitting.
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