Backtest The Right Ways
StatsEdgeTrading
Most traders backtest the wrong way. They code an idea, run it, tweak a setting, and repeat — chasing “optimal” settings without realizing they’re shooting in the dark.
In this episode, Dave May joins me to break down a better approach: start with a broad, comprehensive dataset and then analyze what matters. Don’t hard-code assumptions — add columns, track variables, and let the data tell the story.
🔍 What we cover:
Why more trades = more confidence & lower risk
How your first backtest should be structured
Why continuous thinking beats binary “above/below” filters
How Strategy Cruncher helps you find edge faster and smarter
🧠 This is the difference between playing Battleship blind and seeing the board.