Isaac Uriel Arenas Caldera / Publications
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Backtest Depth - Long-term Robustness (10 years) vs. Recent Adaptation (5 years)?
Hello community. I'm evaluating the reliability of my EAs and a question has come up regarding the optimal historical depth for backtesting . My dilemma is this : a 10-year backtest theoretically proves that the EA can survive multiple market regimes. However, the current market doesn't behave the