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How Far Back Should Your Backtest Look Good?

May 26
46 mins

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Episode Description

"If your backtest looks great for the last 3 months, why do you care what it looked like before that?"

A trader Dave started coaching recently asked this question. The answer cuts to the core of why most traders give up on a trading strategy and end up quitting trading altogether.

The Spurious Correlations website that was mentioned in the podcast.

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