Prop Firm Bridge
Community

How do you avoid overfitting a trading strategy to historical data?

James Emeka

A strategy can be adjusted repeatedly until it produces impressive historical results, yet those results may not survive in new market conditions. A simpler system with robust evidence may be more useful than a highly optimised one. What steps do you take to check whether a backtested strategy is genuinely robust?

0
0 comments
Sign in to join the conversation

0 comments

No comments yet. Start the conversation.