In-sample vs out-of-sample equity curve
Methodology March 2026

Why your backtest passes — and your live account doesn't

Out-of-sample testing isn't a technicality. It's the only honest way to know if a strategy has an edge. Here's the full process — and why rejection is the goal.

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Turnaround Tuesday equity curve — QQQ backtest 2003–2025
Strategy March 2026

The Turnaround Tuesday strategy: 23 years of data

79.6% win rate. Only 18.5% time in market. We ran Turnaround Tuesday on 23 years of QQQ data — including a rigorous out-of-sample test from 2019 to 2025.

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Portfolio

More articles on the way

Portfolio construction, correlation, and position sizing for systematic traders.