Survivorship bias doubled our momentum backtest. Here are the numbers.
If you backtest stock strategies on a list of today's tickers, your results are too good. The list leaves out every company that went bankrupt, was bought or was delisted, so your strategy never holds the losers that disappeared. That is survivorship bias. Everyone has heard of it. Few people measu…
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- 2026-11-06 19:05 · DEV Community — AI
Survivorship bias doubled our momentum backtest. Here are the numbers.