Summary
- The post questions the conventional wisdom of backtesting intraday strategies over multiple years, arguing that market conditions from years ago are unlikely to repeat.
- The author proposes a more adaptive approach: backtest only the last few months and re-optimize every week or two to stay responsive to current market dynamics.
- This is a methodological discussion about backtesting philosophy, not an analysis of any specific asset, sector, or trade setup.
Quality assessment: Noise – it is a speculative opinion on backtesting methodology without any data, backtest results, or concrete strategy details.