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Overfitting

walk-forward validation: stopped fooling myself with in-sample results
2:15 AM monday. A. called it around 11:30. she reads for like 20 minutes and then just drops — book still open on the nightstand, her laptop sitting open on the coffee table. I turned the screen off around midnight, refilled my coffee, sat back down.
backtesting overfitting - how i avoid curve-fitting my algos
backtesting is where most algo traders hurt themselves. they optimize parameters until strategy looks perfect on historical data. then go live and it fails immediately. classic overfitting. learned this the hard way. saw countless traders on NexusFi backtesting discussions make same mistake when i joined in 2023.
checking my backtests for overfitting
worried my strategies are overfit to historical data. spent today testing for it. been reading NexusFi backtesting threads about this exact problem. the problem # my backtests look great:
backtest vs live - wtf happened
my backtests showed +20% annual returns. i’m down 12.75% after 3 months live. something is very fucking wrong. the numbers don’t match #