This is something I've been pondering with what little synapses I have to put together - just how far back do you have to backtest and is it even worth backtesting? Say if you backtest for the past year - it would probably be better to apply results from that than say a 10 year backtest from 2000-2010 because of changing markets
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This is something I've been pondering with what little synapses...
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