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Rules that backfired · Lesson 18

I tested 90,000 versions of a trading idea

The best of ~90,000 versions

Under 3 months of trades
won 53%
A year it had never seen
won 34%
Over 158 trades
lost a little per trade
Verdict
stays on paper

"Nothing was broken. It just fit the months I tested it on."

Watch the Short: I tested 90,000 versions of a trading idea▶ Watch the Short

What it taught me

The best version of my trading algorithm won 53% of the time on under three months of trades and passed every check. On a full year of older data it had never seen, it won 34% and lost a little per trade over 158 trades.

Nothing was broken. It just fit the months I tested it on, so it stays on paper.

Next lesson · Risk & rewardMy algo won 2 of every 3 trades and still lost 5 in a row →

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EDUCATIONAL CONTENT ONLY — nothing on this site is financial advice. I share what I do and how I trade. All trades you take are at your own risk.