Searching hard enough through random data will always produce a winner. The out-of-sample test is the only thing that tells you whether you found an edge or just found noise wearing a costume.

Here is what that came from.

My 'validated' strategy made +1.74 USDT in backtest, then lost 208.72 USDT on data it had never seen.

I swept 40 symbols and found three that looked profitable. I called them validated and put them live.

Then I tested the exact same settings on 751 days of price history the search had never touched. All three reversed. Not marginally - completely.

Three survivors out of 40 is roughly what pure chance produces at that sample size.

Part of a public experiment: 5,063 USDT to 1,000,000 USDT, every result published - including the ones that make me look bad.

Run on $BTC $ETH $BNB

#Binance #Futures #Backtesting #TradingBot #CryptoData