Walk-forward analysis checklist I actually use before trusting an EA
Publishing the walk-forward checklist I refuse to skip: - IS/OOS window lengths written down before seeing results - Anchored vs rolling chosen on purpose - Parameter stability…
Backtesting & Optimization
Testing methodology: data quality, walk-forward analysis, Monte Carlo, overfitting detection, forward testing.
QuantMogul desktop vs web — which parts are actually worth paying attention to?
Trying to map the [QuantMogul](https://quantmogul.ai) surface honestly for a retail workflow: - Web: research / agentic / marketplace-ish views - Desktop: walk-forward, Monte…
Monte Carlo on trade lists — which drawdown percentile do you size for?
After reshuffling a backtest trade list 10k times, median max DD is often ugly. Question: which percentile do you size to — 90th, 95th, 99th — and why? I use…
Backtesting stacks for retail quants: QuantMogul vs Python/backtrader vs TradingView
Choosing a backtesting stack usually comes down to how much you value coding flexibility versus raw speed of implementation. Most retail quants start with TradingView. Its…
Tick data quality — does 99% vs 90% modelling quality actually matter?
Does the difference between 90% and 99% modelling quality actually change results, or is it strategy tester vanity? I assume the answer is "it depends", so the real question is:…
Do backtests lie? My 99% modelling quality EA lost 40% live
Ran 5 years of backtests, 99% modelling quality, profit factor 2.1, realistic spread, slippage modelled. Live result: -40% in 11 weeks. What did I miss? Genuinely asking — I want…
Overfitting checklist — 10 signs your strategy is curve-fit
After 8 years of building EAs, this is my personal checklist. Score 3 or more and the strategy is probably noise, in my experience: 1. More than 4 optimized parameters 2.…
Walk-forward optimization: how many windows is enough?
I'm building walk-forward optimization into my process. The literature says everything from 4 to 50 windows. Practically: how many in-sample / out-of-sample windows do you run…
Monte Carlo on backtest results — what drawdown percentile do you size for?
If you reshuffle the trade order of a backtest 10,000 times, the drawdown distribution is brutal — the median max drawdown is often 1.5-2x the single historical sequence you…
Six months of backtest-vs-live divergence logging on 2 EAs — exact numbers
I ran two EAs live (small size) and re-backtested the identical period every month, logging the divergence. Six months of data: **EA-A (EURUSD H1 trend):** backtest PF 1.61, live…
Walk-forward results for a simple EURUSD trend EA, warts and all
Sharing a full walk-forward run because most WFO posts show only the winners. Strategy: deliberately boring — Donchian 55 breakout entry, ATR(20) trailing exit, EURUSD H1, 0.5%…
Backtesting in Python vs MT5 vs TradingView — honest stack comparison
Retail options I see: - MT5 Strategy Tester - Python (backtrader / vectorbt / custom) - [TradingView](https://www.tradingview.com) Strategy Tester + Pine - Desktop quant apps such…