Strategy Reviews7 months ago
Posted by krishnaghosh11244 views

Overfitting: Anyone else feel the burn?

Seeing a lot of chatter about overfitting lately, and it really hits home. I've definitely been guilty of tweaking a strategy *just* a little too much in backtests, only for it to fall apart in live trading. It's such a fine line between optimizing and curve-fitting. Anyone have any good go-to methods or thought processes for avoiding that trap? Curious to hear what others are doing to maintain a robust edge without over-optimizing.

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