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Backtesting research and guides — page 2

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Aug 11, 2026

Four levels of backtest honesty

An EMA test moved from +34% frictionless to -59% with its fullest cost and fill model. Review the assumptions, trade-count changes, and limits.

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Aug 11, 2026

We overfit a strategy on purpose

The best of 72 Bitcoin EMA configurations gained 17.96% in sample, then lost 14.32% out of sample. See the search, split, and limits.

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Aug 6, 2026

We tested ChatGPT's trading strategies

Four ChatGPT-labelled Bitcoin strategies lost money in a dated backtest. Review the recorded results, missing settings, and limits of the experiment.