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Testing a System Honestly

Convert rules into evidence without fooling yourself: backtest correctly, demand enough trades to trust the result, recognise curve-fitting, and validate on data the system never saw.

  1. 01Backtesting: Turning Rules into Evidence10 minreader
  2. 02Sample Size and Significance9 minreader
  3. 03Overfitting and Curve-Fitting10 minreader
  4. 04Walk-Forward and Out-of-Sample Testing10 minreader