Long-form posts on the parts of trading nobody else writes about: data, overfitting, marketplace design, and the structural reasons retail traders lose money to backtests that lied to them.
Why most TradingView strategy backtests are lying to you — and what to do about it before you risk a single dollar.
Dukascopy is the default for retail M1 history. Here's why 'good enough' is still wrong — and how it distorts session-based strategies.
López de Prado's deflated Sharpe ratio, plateau detection, and forward out-of-sample windows — what a real overfitting test looks like in practice.
How we tested the London Reversal on full-tick M1 from 2003 to 2024 — and what the data says about the most-discussed session pattern in retail FX.
Why TradingView's indicator marketplace punishes the people who write the tools — and how Deepwick's marketplace is structured to fix it.