Research
Hypothesis testing, backtesting pitfalls, overfitting, and how to build (and lose) edge.
Key Concepts
- Hypothesis-driven testing — Start with a thesis, not a pattern match.
- Overfitting — When your model memorizes noise instead of signal.
- Out-of-sample testing — Validating on data your model hasn't seen.
- Edge decay — Why strategies stop working and what to do about it.
Articles
research · · 5 min
Backtesting: The Art of Honest Simulation
A backtest doesn't prove your strategy will work. It tests whether your hypothesis held in the past—if you're honest about the simulation.
research · · 4 min
Finding Your Edge: Where Does Alpha Come From?
Every trade has a winner and a loser. If you can't explain why the other side is wrong, you might be the one who's wrong.
research · · 4 min
Overfitting: The Silent Strategy Killer
A strategy that explains the past perfectly often predicts the future poorly. Learn to recognize and prevent overfitting before it drains your account.