Split-half, concentration and regimes: is it a few lucky trades?
Run two cheap robustness checks and spot a result that lives in one period or a handful of trades.
Module 15 of 26, Testing an idea honestly before you use it. Lesson 6 of 8, about 18 minutes.
The takeaway
Test in two periods and test without your best trades. If either check kills the result, you found luck, not a rule.
This page is a public summary. The full lesson has the worked examples, an interactive exercise and a short quiz, and sits in the course. Lessons 1 and 2 of Module 1 are free and the rest need a pass.
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General information only. It doesn't consider your objectives, finances or needs. Tickfloor holds no financial services licence and never places trades.