I optimized a strategy into uselessness and didn't notice for two months
Started with something simple that made a bit of money. Added a filter, better. Added another, better. Tightened a threshold, better again.
By the end it had eleven conditions and took four trades a month, all of which had been carefully shaped to match the four best trades in my test period. Live, it took two trades in two months and lost on both.
The number that would have warned me: trade count kept falling while returns kept rising. I was watching the second one.