Backtesting
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The Barbell Strategy That Lost to Simple Math (30 Years of Data Don't Lie)
- Fabio Capela
- Portfolio strategy , Asset allocation , Backtesting , Long term investing , Bond strategy , Gold investing
Picture this: You spend hours crafting the “perfect” barbell portfolio. 20% gold for crisis protection, 30% stocks for growth, 50% long bonds for that duration magic. You’ve read Taleb. You understand convexity. You’re ready to crush the naive masses with their simple equal-weight nonsense.
Read MoreThe 7 Backtesting Sins That Kill Trading Strategies Before They Start
- Fabio Capela
- Algorithmic trading , Quantitative finance , Risk management , Systematic trading , Portfolio management , Backtesting , Trading systems , Investment strategy
Bottom Line Up Front: Even the most sophisticated trading algorithms fail in production because of fundamental backtesting errors. After analyzing thousands of strategy failures, we’ve identified seven critical mistakes that account for over 90% of the gap between backtest and live performance. Master these, and you’ll avoid the graveyard of “perfect” strategies that blew up on day one.
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