Most backtests die from one thing: the parameter that was optimized on the same data it's judged on. Rule I follow: max one optimized parameter per year of data. 20 years of history? Ten parameters is already too many.
September 4, 2026 2
Most backtests die from one thing: the parameter that was optimized on the same data it's judged on. Rule I follow: max one optimized parameter per year of data. 20 years of history? Ten parameters is already too many.
