guide
How to Spot Overfitting in a Trading Strategy
Overfitting happens when a rule learns the accidents of a historical sample instead of a durable relationship. Several practical tests can expose that fragility before live risk is added.
Topic
backtesting
3 published pieces on this subject.
article
Backtest vs. Paper vs. Live Trading: What Each Stage Can Actually Prove
Backtests, paper trading, and live trading answer different questions. Treating them as interchangeable is one of the easiest ways to overstate strategy evidence.
guide
How to Read a Backtest Without Fooling Yourself
A practical framework for separating a promising historical result from a result that merely looks convincing on a chart.