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The Foundation of Strategy Validation In the pursuit of systematic trading, the evaluation of a strategy's potential is paramount. Before capital is committed to live markets, a robust assessment of a trading idea's historical performance is not merely advisable; it is essential. This process, known as backtesting, allows us to simulate a strategy's execution over past market data. However, the true value of backtesting lies not just in running the numbers, but in the discipline applied to its methodology, particularly concerning the sample size of trades generated. What Backtesting Truly Entails Backtesting is more than simply observing if a strategy...