Post

Why Most Backtests Are Just Expensive FictionMost retail backtests fail for the same reason: they are built to confirm a bias, not to challenge it. You run 40 trades on EUR/USD during a trending Q1, see a clean equity curve, and declare the strategy viable. That is not a sample. That is a story.A backtest is only useful when it is designed to break the idea. If the data cannot kill the hypothesis, the test was not rigorous enough.Defining a Meaningful SampleFor intraday Forex strategies on majors like EUR/USD or USD/JPY, I treat 300 executed trades as the floor for...