u/zdm_ ·
Reddit — r/algotrading
· July 08, 2026 at 19:16
· ⬆ 16 pts
· 💬 19 comments
| View on Reddit ↗
AI Summary
Summary
The post warns that the same algorithm used to generate a backtest also evaluates it, leading to overfitting and false confidence ("backtest fantasy").
The author recounts a personal experience of realizing their trading strategy was a delusion, emphasizing the importance of skepticism and rigorous validation.
Quality assessment: Noise / anecdotal caution – not a well-researched DD, but a valuable meta-lesson for quants.
Score16
Comments19
Upvote %74%
▶ Full Post Text
Learned the most important lesson while making my project, not gonna be specific about it but.. please know ***"the same thing that built the number also grades it".*** most of the time its a backtest fantasy. didnt lose a lot of money and the time building it wasnt really wasted because i did learn a lot! but it really broke my heart to realize that my goal was just a delusion. I was legit grieving..
just thought someone else need to hear this.. please please, always be a skeptic. always think about blindspots for every action. keep attacking your studies and tests.
thank you for your attention to this matter.
sucks.