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