Research topic
Backtesting and research integrity
1 FinzData report(s) on Backtesting and research integrity.
Why Most Backtests Lie (and How to Fix Them)
Why most backtests lie: tuned parameters, no stress-period testing, light trading costs and survivorship or look-ahead bias. Luck alone gives a best 3-month Sharpe near 6 among 546 zero-skill strategies; published strategies fade to a median Sharpe of 0.01 after publication. The evidence, the four mistakes, an 8-point checklist and the safeguards built into FinzData.
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