Methodology
About these notes
We publish when we have something specific to say about no-code backtesting, version traceability, or systematic research workflow — not on a fixed schedule.
How curve fitting makes trading strategy backtests look great in-sample, why fresh data can break them, and how to compare one variable at a time before trusting a result.
Direct definitions, crypto examples, Traseq's bar-close and next-bar-open model, and a checklist for auditing any backtest before trusting the result.
A practical guide to holdout periods, walk-forward testing, and running the same finalized Traseq strategy across separate crypto backtest windows.
A practical guide to reading win rate with expectancy, profit factor, average win/loss, and max drawdown before trusting a crypto backtest.