Backtests, Slippage, and Fees: Why Paper Profits Mislead
Close the paper–live gap: fee tiers, stress slippage, perp funding, partial fills—and a checklist paired with survivorship bias basics.
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Backtesting Looks Great Until Live Trading: Survivorship Bias and Common Pitfalls
From the WWII bomber story to look-ahead, overfitting, and liquidity; a practical checklist to narrow the backtest–live gap.
Mean Reversion vs Trend Following: How to Read Market Regimes
Regime cheatsheet—not another textbook: compare columns, scan five prompts, branch to MR/trend/grid deep dives.
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Backtesting Looks Great Until Live Trading: Survivorship Bias and Common Pitfalls
From the WWII bomber story to look-ahead, overfitting, and liquidity; a practical checklist to narrow the backtest–live gap.
Position Sizing: Kelly Is Elegant—Live Trading Needs Hard Caps
What Kelly optimizes, why half-Kelly and hard caps dominate live trading, and how sizing maps to grids, trends, and layering.