Overfitting: why the best historical strategy may be the least useful
Keep track of how many ideas you tried before celebrating the winning result.
Turn a market idea into a testable question.
The public site describes Playbooks, causal backtests with costs, paper practice, replay, Evidence Passports, a Diary and a 16-module Academy. Preview data is synthetic; no authenticated flow was tested.
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Keep track of how many ideas you tried before celebrating the winning result.
Understand the ingredients of a historical simulation before reading its return chart.
Understand peak-to-trough loss and why recovery percentages are asymmetric.
Make costs visible before evaluating whether a trading rule adds value.
Check signal timing, data revisions and execution assumptions before trusting a result.
Learn a decision process without mistaking simulation for real execution.
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