Backtesting knowledge base
Backtesting discipline
References for evaluating historical simulations without overstating what they prove.
IntermediateDraft
backtestingbiasevaluation
Purpose
Help readers distinguish useful historical analysis from overfit storytelling.
Requirements
- Clean sample definition
- Benchmark
- Cost assumptions
Notes
A backtest is a research instrument, not proof of future performance.
Make survivorship bias, lookahead risk, costs, liquidity, and benchmark choice explicit in every report.
Contributors
Maintainers