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Why Your Backtest Lies to You Let’s be real for a second. We all love a good backtest. It is that shiny report that tells you, "Hey, if you had run this code in 2024, you would be buying a yacht." It feels like validation. It feels like genius. But here is the hard truth that nobody wants to hear: your backtest is lying to you. Or at least, it is misleading you into a false sense of security. Think of backtesting like studying for a final exam using the exact questions from last year’s test. You might memorize the...