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Research notes for systematic traders
Weekly market context, how to test a strategy properly, what changed in the app, and step-by-step guides. New posts every Monday, Wednesday and Friday.
Strategy researchOctober 20, 2026·7 min read
Why a Near-Perfect Backtest Is Usually Overfit (and How to Catch It)
A flawless backtest is often just the luckiest of many attempts. See why testing more variants inflates results, and how out-of-sample and walk-forward testing expose an overfit strategy.
Read →Educational content only, not financial advice. Trading involves substantial risk of loss. Past or simulated results do not guarantee future results.