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…

Comments Off on Three-Phase Backtesting Protocol That Stops Curve Fitting

Trend Following Strategy: Why Skew Creates Long-Run Edge

I look back at one of my own ledgers and the pattern is always the same. Eight months of small losses and tiny scratches, the equity curve flat enough to…

Comments Off on Trend Following Strategy: Why Skew Creates Long-Run Edge