Guides

Plain-language explainers on telling a real edge from a lucky backtest — the methods behind the calculators, written for working systematic and algorithmic traders.

Backtest Overfitting

How a worthless strategy can post a great Sharpe by chance, three real failure cases from hands-on research, and the validation toolkit — Deflated Sharpe Ratio, PBO, purged walk-forward and CPCV — that separates a genuine edge from the best of many tries.

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Educational content, not investment advice. These guides explain the statistics of strategy validation. Nothing here recommends any security, strategy, or trade, or predicts performance. See the disclaimer.