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Strategy Research

Turning trading ideas into testable rules, then checking data boundaries, execution assumptions, costs and out-of-sample behaviour. Methods and limitations are both published.

Strategy Research

Why can a good backtest fail in live trading?

A backtest calculates a historical outcome under assumptions. It does not establish future profitability. Investigate whether the information was available at the time, whether orders could fill as assumed, and whether repeated parameter selection has contaminated the test period.

2 min read