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Stop Guessing: A Practical Guide to Backtesting and Sample SizeMany traders jump into backtesting with enthusiasm, running a strategy on a few months of data, seeing a green equity curve, and immediately scaling up their risk. This is a dangerous habit. Backtesting is not just about seeing if a strategy made money in the past; it is about measuring the statistical reliability of that performance. If you do not understand the difference between a genuine edge and random luck, you are not trading; you are gambling with extra steps.The Illusion of Proof: Why Small Samples LieThe most common mistake in...