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