Backtest Overfitting Complete Guide: 5 Detection Signals and 3 Practical Validation Methods for Quant Strategies
A strategy showing 80% annualized returns in backtest loses 20% in three months of live trading...
Focused on research and practical application of AI-driven quantitative trading.
A strategy showing 80% annualized returns in backtest loses 20% in three months of live trading...
5-year backtest comparison of three popular gold trading strategies: EMA crossover, RSI divergence, and breakout pullback. See which one made money, which crashed, and the surprising winner.
The cautionary tale of how I built a backtested strategy with a 92% win rate that immediately started losing money in live trading. Learn the warning signs of over-optimization and how to avoid curve fitting.
10-year backtest comparing the 200-day moving average timing strategy vs. buy-and-hold on gold (XAUUSD). See which approach had better returns, lower drawdowns, and whether market timing actually works.