How to tell whether a trading strategy actually works
A profitable trade history isn't proof of an edge. Four checks — uncertainty, sample size, multiple testing and concentration — tell you what your results can and cannot prove.
Articles
Plain-language guides to judging whether a trading strategy works.
Backtest overfitting explained
Why backtests that look great so often disappoint live, how overfitting happens without you noticing, and practical ways to detect and limit it.
How trading fees and slippage affect strategy profitability
Small per-trade costs compound into large drags for active strategies. How to estimate fees, spread and slippage, and how to find the cost level that erases your edge.