Overfitting in trading strategies: what a million trials taught me
Run enough configurations against the same history and the top row will eventually look exceptional, even if no durable edge exists. That's overfitting: mistaking the winner of a search for a discovery. I've now run 1,000,000+ machine-learning, execution and robustness trials on Bitcoin. Only two m…
Read the full story at DEV Community — Machine Learning ↗
Timeline · 1 report
- 2026-10-19 17:30 · DEV Community — Machine Learning
Overfitting in trading strategies: what a million trials taught me