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How Far Back Should Your Backtest Look Good?
Manage episode 484981926 series 3593036
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"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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