The backtest you don't run because you're afraid of the answer

I had a strategy I'd been trading for months and had never tested properly. Told myself it was too discretionary to backtest, which was partly true and mostly convenient. When I finally wrote the rules down precisely enough to test, two things happened. The results were mediocre, and writing the rules down was itself the most useful thing I'd done in months. Because it turned out I couldn't state my own entry condition without three exceptions. The fear wasn't of a bad result. It was of finding out I didn't have a strategy at all.
ZenTrader_Ana
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C
CoffeeAndCharts· Jul 2026 ago
"I couldn't state my own entry condition without three exceptions" is going to bother me all day, in a good way.
R
RiskFirstRita· Jul 2026 ago
Writing it down is the test. The backtest is just the second opinion.
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