Quant Mashup - Rulyfi Does Your Backtest Survive the Adverse Same-Bar Fill? A 48.8 Million-Pair Stress Test [Rulyfi]Key Takeaways An OHLC bar can show that take-profit and stop-loss prices were both touched. It cannot show which came first. Run the same search under both TP-first and SL-first before promoting a candidate. We evaluated 48,825,000 identical configurations twice, forming 97,650,000 backtest runs.(...) What Should You Change First in a Crypto Backtest? 99.75 Million Tests [Rulyfi]Key takeaways Neither entries nor exits controlled every result. Win rate was more sensitive to exits in all ten market-direction jobs, while maximum drawdown was more sensitive to entries in all ten. Changing an entry indicator was a much larger move than nudging that indicator's period.(...) The Random-Max Percentile: Grading Every Backtest Against Its Search's Random Maximum [Rulyfi]Key Takeaways RMP (Random-Max Percentile) is a new per-row column in our scan results and paid-plan exports: the probability that the best result pure chance could produce, across the N trials your scan actually ran, lands below this row. An RMP of 0.97 reads: even the luck record of a search this(...) How Many Backtests Is Too Many? We Ran the Same Search Twice to Find Out [Rulyfi]Key Takeaways A single strategy, its trades bit-for-bit identical, grades as luck in one scan (deflated Sharpe 0.035, inside a 21.9M-trial search) and close to real in another (0.919, inside 14.8M). The strategy never changed; the crowd it was measured against did. We ran one 5.7-year BTC and ETH(...) Skill or Luck? We Ran 100 Million Bitcoin Backtests to Show You How to Tell [Rulyfi]Key Takeaways The Deflated Sharpe Ratio (DSR) adjusts a strategy's Sharpe for how many strategies you tested. It sets the bar not at zero, but at the best Sharpe you would expect from luck alone after N tries, a bar that grows only with the logarithm of N. Of 99,878,688 BTC/USDT backtests,(...)