Field Note
A Backtest Is One Path
The foundational AntiOverfit thesis.
A backtest is an observed historical route through a market. It is not the market itself.
The practical problem is path dependency. An EA can look strong because its rules happen to match the exact order of historical events.
The AntiOverfit implication is direct: do not ask only whether the original curve is good. Ask whether the behavior remains reasonable when the path changes.
Practical implication
If the claim depends on one curve, run a Reality Check before assigning trust.
If the claim depends on one curve, run a Reality Check before assigning trust.
The backtest is the pitch. AntiOverfit is the check.
Use public evidence or apply AntiOverfit directly to the EA.