Is Your Strategy Overfitted? Why Every Extra Rule Costs You Every Month
There is a moment in building a system where adding one more condition always improves the backtest, and it is the most dangerous moment in the whole process. 🎯 The tax is paid later, and it is paid every month, in the form of a system that behaves in ways you cannot predict when conditions move even slightly. Most of the ideas that made the curve prettier did not survive…
