The 5 that hurt traders most: → Overfitting: tuned to the past until it memorized noise → Look-ahead bias: using data you couldn’t have had at entry → No costs: on NQ, 1 tick of slippage each way is $10 per contract per round trip → One regime: it only worked in one kind of market → Tiny sample: 40 trades can look incredible by luck alone The fix most retail traders skip is walk-forward testing. Build the rules on one period, lock them, then test on data the strategy has never seen. A strategy that survives all of this isn’t guaranteed to work. But one that fails any of it almost certainly won’t. Save the checklist on slide 9 and run every strategy through it before risking real money. I hold my own algorithm to this same standard before it trades live. If you want to see how it works, comment “ALGO” and I’ll send you the details. #futurestrading #backtesting #algotrading #quanttrading #nqfutures