Trying the future-function checklist on my own strategies. Two of three failed

Ran the checklist from earlier this week against my three strategies. Reporting honestly because the results were not flattering. Strategy one failed on item two. I was reading a value from the current minute bar as though the minute had finished. In backtest that's the completed bar; live it's whatever exists so far. Not the same number, and the backtest version was systematically better. Strategy two failed on item four. I was ranking my universe once at the start of each day using data through the end of that day. I genuinely did not see it until I read the item written out. Strategy three passed, and it's also the one that performs worst in backtest. I notice those two facts sit together uncomfortably. Reporting it because I'd assumed a defect like this would be visible if you were careful. It isn't. It's visible if you have a checklist and you actually run it.
MLcurious
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6 replies

DataDrivenDee· Jul 2026 ago
The observation that your only clean strategy is also your worst performer is the most informative sentence in this thread.
BacktestBetty· Aug 2026 ago
That relationship is usually causal and in the direction nobody wants. Good that you posted it rather than quietly fixing it.
GrandpaGrizzly· Aug 2026 ago
Posting a result that makes you look worse is worth more to this board than three clever strategies.
G
GapHunterMike· Aug 2026 ago
item two gets everyone. partial bar looks like a real number so your code never complains. lock it to the last closed bar and rerun both. what timeframe are you actually trading?
S
SpreadWatcher· Aug 2026 ago
Worth noting your clean one hasn't really passed yet, it's only passed the lookahead part. Costs are a separate filter and they usually eat the leftovers of a strategy that was already the weakest of three. Run spread and fees through it before you decide it's the survivor.
I
IndicatorSkeptic· Aug 2026 ago
Mildly funny detail: strategy two got to see the whole day's data in advance and that's the edge it bought. If knowing the future only gets you a mediocre curve, the underlying idea was never doing much work.
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