Do Technical Trading Rules Work in Crypto? Evidence
A study of 14,919 technical rules on Bitcoin and four other coins: what survived costs and data snooping, and what failed out of sample in 2018.
#data-snooping
2 articles
Data Snooping: Is Your Best Backtest Just the Luckiest?
You tested 50 variants and kept the best. White’s Reality Check shows how a p-value of 0.004 became 0.20 once the search was counted.