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Overoptimization: why strategy shines in history and merges in reality
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Overoptimization: why strategy shines in history and merges in reality

The optimizer went through hundreds of combinations, the best one showed 300% in history — and in real trading, the account went into negative territory. Analyzing the re-optimization: how the strategy learns noise instead of patterns, by what signs it is visible (the result is at a peak instead of a plateau, few transactions, an ideal curve) and how to check honestly — out-of-sample test, walk-forward, resistance to parameters.

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