Market Efficiency: A Framework for Judging Your Edge

A screen you built over the weekend just lit up. Across ten years of history it turned a modest stake into something that looks a lot like skill: the equity…

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Three-Phase Backtesting Protocol That Stops Curve Fitting

You hand a swing system fourteen years of daily bars, sweep eight parameter knobs, and the equity curve climbs at a 38 degree slope with a 1.92 Sharpe and a…

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